+216.5%
AZN vs FFIV
+249.4%
-32.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.2% |
| 7D | -1.6% | +5.4% | -7.0% | -2.4% |
| 30D | +1.1% | -2.7% | +3.7% | +1.4% |
| 3M | -12.1% | +4.5% | -16.7% | -13.2% |
| 6M | -17.1% | +42.2% | -59.3% | -22.6% |
| YTD | -12.0% | +61.3% | -73.3% | -19.9% |
| 1Y | -0.2% | +23.0% | -23.3% | -4.8% |
| 3Y | +26.8% | +156.3% | -129.5% | +2.8% |
| 5Y | +56.9% | +102.9% | -46.0% | +30.9% |
| All | +216.5% | +249.4% | -32.9% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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