+279.0%
AZN vs INVH
+75.4%
+203.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | +1.1% | -7.5% | +8.6% | +3.3% |
| 3M | -12.1% | -5.5% | -6.6% | -10.8% |
| 6M | -17.1% | +11.7% | -28.8% | -19.9% |
| YTD | -12.0% | +1.3% | -13.3% | -12.6% |
| 1Y | -0.2% | -6.1% | +5.9% | +1.1% |
| 3Y | +26.8% | -9.8% | +36.5% | +28.7% |
| 5Y | +56.9% | -19.7% | +76.6% | +62.4% |
| All | +279.0% | +75.4% | +203.6% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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