+56.4%
AZN vs FLEX
+684.1%
-627.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.9% | +1.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +0.6% | -11.8% | +12.3% | +0.9% |
| 3M | -10.8% | -22.6% | +11.8% | -10.2% |
| 6M | -18.1% | +77.3% | -95.5% | -22.2% |
| YTD | -12.3% | +78.8% | -91.0% | -16.9% |
| 1Y | -0.2% | +86.1% | -86.3% | -5.9% |
| 3Y | +23.4% | +446.2% | -422.9% | +2.9% |
| 5Y | +56.4% | +689.7% | -633.3% | +19.1% |
| All | +56.4% | +684.1% | -627.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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