+0.5%
AZN vs EXPE
+40.7%
-40.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | 0.0% | -9.5% | +9.5% | +0.6% |
| 30D | +0.7% | -6.6% | +7.4% | +1.1% |
| 3M | -10.5% | +31.4% | -41.9% | -12.1% |
| 6M | -19.3% | +35.2% | -54.5% | -21.0% |
| YTD | -10.6% | +5.8% | -16.4% | -9.8% |
| 1Y | +0.5% | +38.7% | -38.2% | -2.1% |
| All | +0.5% | +40.7% | -40.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling