+53.6%
AZN vs IBB
+20.0%
+33.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.9% | -3.9% | +1.0% | -1.1% |
| 30D | -3.1% | +2.7% | -5.8% | -4.4% |
| 3M | -14.4% | +21.4% | -35.8% | -21.7% |
| 6M | -19.5% | +20.1% | -39.6% | -26.1% |
| YTD | -13.8% | +21.9% | -35.6% | -21.3% |
| 1Y | -2.4% | +44.1% | -46.5% | -17.3% |
| 3Y | +21.3% | +63.4% | -42.1% | -3.6% |
| 5Y | +53.6% | +19.8% | +33.9% | +20.6% |
| All | +53.6% | +20.0% | +33.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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