+670.0%
AZN vs ICE
+2,260.0%
-1,590.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -3.1% | +4.0% | -7.0% | -3.8% |
| 3M | -14.4% | +11.0% | -25.4% | -16.3% |
| 6M | -19.5% | -5.0% | -14.5% | -18.9% |
| YTD | -13.8% | -2.7% | -11.1% | -13.7% |
| 1Y | -2.4% | -8.6% | +6.2% | -1.2% |
| 3Y | +21.3% | +41.4% | -20.1% | +12.1% |
| 5Y | +53.6% | +39.9% | +13.8% | +41.2% |
| 10Y | +220.1% | +214.9% | +5.2% | +151.0% |
| All | +670.0% | +2,260.0% | -1,590.0% | +349.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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