+54.5%
AZN vs EXPD
+60.9%
-6.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -0.9% | +4.1% | -4.9% | -1.3% |
| 3M | -11.8% | +13.8% | -25.6% | -13.2% |
| 6M | -17.6% | +27.3% | -44.9% | -20.0% |
| YTD | -12.0% | +25.4% | -37.5% | -14.7% |
| 1Y | -0.9% | +54.4% | -55.2% | -6.9% |
| 3Y | +23.7% | +67.9% | -44.2% | +13.7% |
| 5Y | +54.5% | +59.2% | -4.6% | +38.6% |
| All | +54.5% | +60.9% | -6.4% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling