+676.4%
AZN vs FIS
+346.5%
+329.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.2% |
| 7D | -1.5% | -3.5% | +2.0% | -0.7% |
| 30D | -0.9% | -7.8% | +7.0% | +0.9% |
| 3M | -11.8% | +0.8% | -12.7% | -12.4% |
| 6M | -17.6% | -21.9% | +4.3% | -13.3% |
| YTD | -12.0% | -39.5% | +27.4% | -1.7% |
| 1Y | -0.9% | -41.0% | +40.1% | +11.4% |
| 3Y | +23.7% | -23.6% | +47.3% | +28.6% |
| 5Y | +54.5% | -65.6% | +120.2% | +89.3% |
| 10Y | +218.2% | -40.2% | +258.4% | +227.0% |
| All | +676.4% | +346.5% | +329.9% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling