+819.0%
AZN vs EXEL
+263.2%
+555.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.9% |
| 7D | -3.1% | -2.9% | -0.2% | -2.9% |
| 30D | +0.6% | +11.9% | -11.3% | -0.5% |
| 3M | -10.8% | +9.2% | -20.0% | -11.6% |
| 6M | -18.1% | +39.1% | -57.2% | -20.7% |
| YTD | -12.3% | +31.0% | -43.3% | -14.6% |
| 1Y | -0.2% | +52.3% | -52.5% | -4.3% |
| 3Y | +23.4% | +159.7% | -136.4% | +11.5% |
| 5Y | +56.4% | +187.7% | -131.4% | +38.9% |
| 10Y | +225.7% | +379.4% | -153.7% | +165.0% |
| All | +819.0% | +263.2% | +555.8% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling