+826.4%
AZN vs FXI
+213.7%
+612.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -0.9% | -3.2% | +2.4% | +0.1% |
| 3M | -11.8% | +1.7% | -13.5% | -12.4% |
| 6M | -17.6% | -1.6% | -16.0% | -17.4% |
| YTD | -12.0% | -7.9% | -4.1% | -10.3% |
| 1Y | -0.9% | -9.6% | +8.8% | +1.5% |
| 3Y | +23.7% | +40.5% | -16.8% | +8.8% |
| 5Y | +54.5% | -6.2% | +60.8% | +48.1% |
| 10Y | +218.2% | +14.2% | +204.0% | +178.1% |
| All | +826.4% | +213.7% | +612.8% | +421.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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