-1.8%
AZN vs IRE
-95.0%
+93.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.5% | +12.9% | -1.1% |
| 7D | -1.3% | +11.1% | -12.4% | -0.5% |
| 30D | +18.3% | -75.2% | +93.5% | +13.3% |
| 3M | +16.3% | -86.4% | +102.7% | +9.5% |
| All | -1.8% | -95.0% | +93.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 6mo: compounded portfolio wealth divided by compounded IRE 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…
6mo analysis · Full analysis span regression · 6 months rolling