+63.1%
AZN vs IP
-12.0%
+75.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -0.1% | -5.1% | +4.9% | +0.6% |
| 30D | +16.4% | +8.5% | +7.9% | +15.1% |
| 3M | +15.7% | -13.8% | +29.6% | +17.9% |
| 6M | +0.8% | +5.7% | -4.9% | -0.5% |
| YTD | +2.5% | -9.1% | +11.6% | +3.0% |
| 1Y | +12.4% | -0.8% | +13.3% | +11.6% |
| 3Y | +53.4% | +14.8% | +38.6% | +45.2% |
| All | +63.1% | -12.0% | +75.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling