+774.1%
AZN vs IBB
+560.8%
+213.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | +0.7% | +10.5% | -9.7% | -3.7% |
| 3M | -10.5% | +23.6% | -34.1% | -18.5% |
| 6M | -19.3% | +22.6% | -41.9% | -26.3% |
| YTD | -10.6% | +25.7% | -36.3% | -19.3% |
| 1Y | +0.5% | +51.4% | -50.9% | -16.4% |
| 3Y | +25.9% | +64.4% | -38.5% | +0.1% |
| 5Y | +52.4% | +22.1% | +30.3% | +35.6% |
| 10Y | +220.8% | +132.5% | +88.4% | +110.2% |
| All | +774.1% | +560.8% | +213.3% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling