+4,753.5%
AZN vs IP
+260.5%
+4,493.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | 0.0% | -5.3% | +5.3% | +1.0% |
| 30D | +0.7% | -10.9% | +11.6% | +2.8% |
| 3M | -10.5% | +11.2% | -21.7% | -12.7% |
| 6M | -19.3% | -10.2% | -9.0% | -18.5% |
| YTD | -10.6% | -2.0% | -8.6% | -11.4% |
| 1Y | +0.5% | -19.1% | +19.6% | +2.9% |
| 3Y | +25.9% | +20.9% | +5.0% | +16.7% |
| 5Y | +52.4% | -17.8% | +70.2% | +50.4% |
| 10Y | +220.8% | +23.5% | +197.3% | +180.5% |
| All | +4,753.5% | +260.5% | +4,493.1% | +2,922.6% |
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 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