-2.4%
AZN vs FN
+12.8%
-15.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -2.9% | +5.8% | -8.7% | -2.8% |
| 30D | -3.1% | -20.6% | +17.6% | -3.4% |
| 3M | -14.4% | -28.6% | +14.2% | -14.3% |
| 6M | -19.5% | -20.7% | +1.2% | -20.5% |
| YTD | -13.8% | -8.1% | -5.6% | -15.6% |
| 1Y | -2.4% | +13.3% | -15.7% | -7.1% |
| All | -2.4% | +12.8% | -15.2% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling