+26.8%
AZN vs EXEL
+154.7%
-128.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -1.6% | -4.9% | +3.3% | -1.1% |
| 30D | +1.1% | +11.4% | -10.3% | 0.0% |
| 3M | -12.1% | +4.9% | -17.0% | -12.6% |
| 6M | -17.1% | +34.4% | -51.6% | -19.3% |
| YTD | -12.0% | +28.0% | -40.0% | -14.0% |
| 1Y | -0.2% | +43.6% | -43.9% | -3.3% |
| 3Y | +26.8% | +155.2% | -128.4% | +13.7% |
| All | +26.8% | +154.7% | -128.0% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling