+54.5%
AZN vs IP
-17.3%
+71.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.9% | -11.2% | +10.4% | +0.6% |
| 3M | -11.8% | +12.3% | -24.2% | -13.5% |
| 6M | -17.6% | -5.2% | -12.4% | -17.6% |
| YTD | -12.0% | -4.0% | -8.1% | -12.2% |
| 1Y | -0.9% | -19.2% | +18.4% | +0.8% |
| 3Y | +23.7% | +20.3% | +3.3% | +16.9% |
| 5Y | +54.5% | -17.5% | +72.0% | +48.6% |
| All | +54.5% | -17.3% | +71.9% | +48.6% |
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