+216.5%
AZN vs EXEL
+375.2%
-158.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -1.6% | -4.9% | +3.3% | -1.0% |
| 30D | +1.1% | +11.4% | -10.3% | -0.3% |
| 3M | -12.1% | +4.9% | -17.0% | -12.7% |
| 6M | -17.1% | +34.4% | -51.6% | -20.2% |
| YTD | -12.0% | +28.0% | -40.0% | -14.8% |
| 1Y | -0.2% | +43.6% | -43.9% | -5.0% |
| 3Y | +26.8% | +155.2% | -128.4% | +10.4% |
| 5Y | +56.9% | +181.2% | -124.3% | +33.4% |
| All | +216.5% | +375.2% | -158.7% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling