+4,674.2%
AZN vs FDX
+3,875.1%
+799.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | -1.5% | -3.3% | +1.8% | -0.8% |
| 30D | -0.9% | -1.4% | +0.5% | -0.6% |
| 3M | -11.8% | -4.5% | -7.3% | -11.2% |
| 6M | -17.6% | +9.4% | -27.0% | -19.4% |
| YTD | -12.0% | +36.0% | -48.1% | -17.8% |
| 1Y | -0.9% | +75.5% | -76.4% | -12.1% |
| 3Y | +23.7% | +62.8% | -39.1% | +8.8% |
| 5Y | +54.5% | +64.4% | -9.9% | +32.3% |
| 10Y | +218.2% | +175.5% | +42.7% | +130.1% |
| All | +4,674.2% | +3,875.1% | +799.0% | +2,127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling