+5,461.4%
AZN vs IP
+234.2%
+5,227.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -0.1% | -5.1% | +4.9% | +0.8% |
| 30D | +16.4% | +8.5% | +7.9% | +14.6% |
| 3M | +15.7% | -13.8% | +29.6% | +18.8% |
| 6M | +0.8% | +5.7% | -4.9% | -0.9% |
| YTD | +2.5% | -9.1% | +11.6% | +2.9% |
| 1Y | +12.4% | -0.8% | +13.3% | +11.0% |
| 3Y | +53.4% | +14.8% | +38.6% | +43.6% |
| 5Y | +62.8% | -11.5% | +74.4% | +58.4% |
| 10Y | +342.7% | +27.9% | +314.8% | +284.0% |
| All | +5,461.4% | +234.2% | +5,227.2% | +3,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling