+57.7%
AZN vs FDX
+64.3%
-6.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | +1.1% | -4.5% | +5.6% | +1.6% |
| 3M | -12.1% | -7.3% | -4.8% | -11.4% |
| 6M | -17.1% | +7.5% | -24.7% | -18.1% |
| YTD | -12.0% | +35.1% | -47.1% | -15.2% |
| 1Y | -0.2% | +71.4% | -71.6% | -6.5% |
| 3Y | +26.8% | +60.8% | -34.0% | +17.6% |
| All | +57.7% | +64.3% | -6.5% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling