+1,273.7%
AZN vs FE
+561.4%
+712.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +0.7% | -1.2% | +1.9% | +1.0% |
| 3M | -10.5% | +3.5% | -14.0% | -11.4% |
| 6M | -19.3% | -6.1% | -13.2% | -17.9% |
| YTD | -10.6% | +7.6% | -18.2% | -12.5% |
| 1Y | +0.5% | +11.9% | -11.4% | -2.8% |
| 3Y | +25.9% | +48.4% | -22.6% | +11.8% |
| 5Y | +52.4% | +44.8% | +7.6% | +35.3% |
| 10Y | +220.8% | +115.9% | +105.0% | +145.9% |
| All | +1,273.7% | +561.4% | +712.3% | +702.5% |
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