+26.8%
AZN vs FND
-50.3%
+77.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -1.6% | -5.8% | +4.2% | -1.0% |
| 30D | +1.1% | -20.2% | +21.3% | +3.3% |
| 3M | -12.1% | -12.0% | -0.2% | -11.3% |
| 6M | -17.1% | -18.5% | +1.4% | -16.0% |
| YTD | -12.0% | -22.3% | +10.3% | -10.5% |
| 1Y | -0.2% | -47.6% | +47.4% | +5.4% |
| 3Y | +26.8% | -49.8% | +76.5% | +35.5% |
| All | +26.8% | -50.3% | +77.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling