+9.4%
AZN vs IP
-2.1%
+11.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | +1.5% | -3.0% | +4.5% | +2.0% |
| 30D | +19.0% | +10.6% | +8.3% | +17.0% |
| 3M | +17.3% | -13.6% | +30.9% | +19.6% |
| 6M | +3.6% | +10.4% | -6.8% | +1.0% |
| YTD | +4.1% | -6.5% | +10.6% | +5.3% |
| All | +9.4% | -2.1% | +11.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling