+338.2%
AZN vs FN
+700.1%
-362.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.4% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +13.8% | -16.5% | +30.4% | +14.6% |
| 3M | +17.3% | -42.1% | +59.4% | +20.4% |
| 6M | -1.7% | -52.9% | +51.1% | +1.8% |
| YTD | +1.4% | -28.0% | +29.3% | +0.4% |
| 1Y | +5.2% | -18.5% | +23.7% | +2.9% |
| 3Y | +52.6% | +93.9% | -41.2% | +32.3% |
| 5Y | +72.9% | +170.5% | -97.6% | +40.5% |
| All | +338.2% | +700.1% | -362.0% | +204.1% |
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