+226.5%
AZN vs FN
+886.0%
-659.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -1.5% | +3.5% | -5.0% | -1.7% |
| 30D | -0.9% | -26.0% | +25.1% | +0.9% |
| 3M | -11.8% | -33.3% | +21.4% | -10.0% |
| 6M | -17.6% | -14.9% | -2.7% | -18.2% |
| YTD | -12.0% | -8.6% | -3.5% | -13.7% |
| 1Y | -0.9% | +12.3% | -13.2% | -4.9% |
| 3Y | +23.7% | +174.4% | -150.7% | +4.4% |
| 5Y | +54.5% | +296.4% | -241.9% | +21.1% |
| All | +226.5% | +886.0% | -659.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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