+1,457.4%
AZN vs FE
+571.3%
+886.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | +13.8% | +4.5% | +9.3% | +12.4% |
| 3M | +17.3% | +1.3% | +16.0% | +16.9% |
| 6M | -1.7% | +8.7% | -10.4% | -4.0% |
| YTD | +1.4% | +9.2% | -7.9% | -1.2% |
| 1Y | +5.2% | +7.0% | -1.8% | +3.0% |
| 3Y | +52.6% | +51.4% | +1.3% | +34.9% |
| 5Y | +72.9% | +47.7% | +25.2% | +52.7% |
| 10Y | +333.0% | +125.0% | +208.0% | +228.5% |
| All | +1,457.4% | +571.3% | +886.1% | +806.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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