+747.4%
AZN vs EXPE
+776.5%
-29.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.9% | +6.2% | -0.6% |
| 7D | -1.5% | -9.8% | +8.3% | -0.2% |
| 30D | -0.9% | -11.5% | +10.6% | +0.6% |
| 3M | -11.8% | +21.7% | -33.6% | -14.4% |
| 6M | -17.6% | +10.4% | -28.0% | -19.2% |
| YTD | -12.0% | -2.5% | -9.5% | -12.8% |
| 1Y | -0.9% | +27.3% | -28.2% | -5.6% |
| 3Y | +23.7% | +153.5% | -129.8% | +4.5% |
| 5Y | +54.5% | +91.1% | -36.6% | +31.9% |
| 10Y | +218.2% | +153.1% | +65.1% | +144.5% |
| All | +747.4% | +776.5% | -29.1% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling