+216.5%
AZN vs FDX
+182.5%
+34.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | +1.1% | -4.5% | +5.6% | +1.7% |
| 3M | -12.1% | -7.3% | -4.8% | -11.2% |
| 6M | -17.1% | +7.5% | -24.7% | -18.3% |
| YTD | -12.0% | +35.1% | -47.1% | -16.2% |
| 1Y | -0.2% | +71.4% | -71.6% | -8.3% |
| 3Y | +26.8% | +60.8% | -34.0% | +15.4% |
| 5Y | +56.9% | +65.5% | -8.6% | +39.4% |
| All | +216.5% | +182.5% | +34.0% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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