+57.7%
AZN vs FTV
-2.3%
+60.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -0.7% |
| 30D | +1.1% | -11.0% | +12.1% | +3.7% |
| 3M | -12.1% | -8.4% | -3.7% | -10.6% |
| 6M | -17.1% | -2.6% | -14.6% | -17.1% |
| YTD | -12.0% | -0.6% | -11.4% | -12.9% |
| 1Y | -0.2% | +11.0% | -11.2% | -4.1% |
| 3Y | +26.8% | -6.3% | +33.1% | +25.4% |
| All | +57.7% | -2.3% | +60.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling