+215.5%
AZN vs EXPD
+324.8%
-109.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | +0.6% | +6.8% | -6.3% | -0.6% |
| 3M | -10.8% | +14.9% | -25.7% | -13.2% |
| 6M | -18.1% | +34.6% | -52.7% | -22.8% |
| YTD | -12.3% | +27.7% | -40.0% | -16.9% |
| 1Y | -0.2% | +57.7% | -57.9% | -9.7% |
| 3Y | +23.4% | +70.9% | -47.6% | +8.4% |
| 5Y | +56.4% | +59.5% | -3.1% | +37.1% |
| All | +215.5% | +324.8% | -109.3% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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