+0.5%
AZN vs IT
-24.5%
+25.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -1.2% |
| 7D | 0.0% | -6.0% | +6.0% | +0.1% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | -10.5% | +13.1% | -23.6% | -11.0% |
| 6M | -19.3% | +11.7% | -31.0% | -19.4% |
| YTD | -10.6% | -26.1% | +15.5% | -10.4% |
| 1Y | +0.5% | -21.3% | +21.8% | +3.1% |
| All | +0.5% | -24.5% | +25.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling