+57.7%
AZN vs FIS
-65.4%
+123.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.6% | -9.0% | +7.4% | -0.3% |
| 30D | +1.1% | -9.0% | +10.1% | +2.2% |
| 3M | -12.1% | -0.5% | -11.6% | -12.3% |
| 6M | -17.1% | -23.1% | +6.0% | -14.5% |
| YTD | -12.0% | -41.5% | +29.5% | -5.7% |
| 1Y | -0.2% | -42.2% | +42.0% | +7.0% |
| 3Y | +26.8% | -26.3% | +53.1% | +31.9% |
| All | +57.7% | -65.4% | +123.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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