+465.1%
AZN vs INDA
+107.4%
+357.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -3.1% | -3.6% | +0.5% | -1.9% |
| 30D | +0.6% | -4.0% | +4.5% | +2.0% |
| 3M | -10.8% | +1.7% | -12.5% | -11.4% |
| 6M | -18.1% | -3.6% | -14.5% | -17.2% |
| YTD | -12.3% | -11.0% | -1.3% | -8.9% |
| 1Y | -0.2% | -9.5% | +9.3% | +3.0% |
| 3Y | +23.4% | +7.6% | +15.7% | +19.3% |
| 5Y | +56.4% | +4.8% | +51.6% | +51.9% |
| 10Y | +225.7% | +82.3% | +143.4% | +154.2% |
| All | +465.1% | +107.4% | +357.7% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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