-12.2%
AZN vs FPS
+20.6%
-32.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.7% | -1.3% |
| 7D | 0.0% | +3.1% | -3.1% | 0.0% |
| 30D | +0.7% | -18.6% | +19.3% | +0.9% |
| 3M | -10.5% | -51.5% | +41.0% | -7.4% |
| 6M | -19.3% | -8.5% | -10.7% | -21.6% |
| All | -12.2% | +20.6% | -32.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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