+5,433.1%
AZN vs EXPD
+32,115.3%
-26,682.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.1% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | +17.1% | +0.6% | +16.5% | +17.0% |
| 3M | +16.8% | +9.8% | +7.0% | +14.9% |
| 6M | +2.0% | +25.8% | -23.8% | -2.1% |
| YTD | +1.9% | +31.3% | -29.3% | -3.3% |
| 1Y | +5.2% | +40.9% | -35.8% | -1.5% |
| 3Y | +54.8% | +74.7% | -19.9% | +38.6% |
| 5Y | +62.4% | +62.9% | -0.4% | +45.5% |
| 10Y | +335.4% | +334.3% | +1.1% | +227.1% |
| All | +5,433.1% | +32,115.3% | -26,682.3% | +2,827.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling