+246.5%
AZN vs FTV
+87.0%
+159.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -3.1% | -9.5% | +6.4% | -0.9% |
| 3M | -14.4% | -10.9% | -3.5% | -12.4% |
| 6M | -19.5% | -0.6% | -18.9% | -19.8% |
| YTD | -13.8% | +1.4% | -15.2% | -14.8% |
| 1Y | -2.4% | +17.6% | -20.0% | -6.9% |
| 3Y | +21.3% | -3.3% | +24.5% | +19.5% |
| 5Y | +53.6% | -0.1% | +53.8% | +47.9% |
| 10Y | +220.1% | +82.5% | +137.7% | +168.4% |
| All | +246.5% | +87.0% | +159.5% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling