+650.2%
AZN vs FN
+3,082.8%
-2,432.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.1% |
| 7D | +1.6% | -4.1% | +5.6% | +1.7% |
| 30D | +17.3% | -28.3% | +45.6% | +19.5% |
| 3M | +15.3% | -33.9% | +49.2% | +17.7% |
| 6M | +2.1% | -43.9% | +46.0% | +4.6% |
| YTD | +2.6% | -23.4% | +26.1% | +1.6% |
| 1Y | +7.9% | -25.4% | +33.3% | +6.7% |
| 3Y | +55.8% | +107.9% | -52.1% | +36.4% |
| 5Y | +63.0% | +195.1% | -132.1% | +35.3% |
| 10Y | +343.2% | +794.1% | -450.9% | +221.9% |
| All | +650.2% | +3,082.8% | -2,432.6% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling