+4,084.3%
AZN vs IT
+5,548.9%
-1,464.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.7% |
| 7D | -2.9% | -9.1% | +6.2% | -1.8% |
| 30D | -3.1% | -12.2% | +9.1% | -1.6% |
| 3M | -14.4% | +7.8% | -22.2% | -15.8% |
| 6M | -19.5% | +2.0% | -21.5% | -20.6% |
| YTD | -13.8% | -32.7% | +19.0% | -10.9% |
| 1Y | -2.4% | -31.1% | +28.7% | +0.2% |
| 3Y | +21.3% | -52.1% | +73.4% | +28.5% |
| 5Y | +53.6% | -46.3% | +99.9% | +59.1% |
| 10Y | +220.1% | +91.4% | +128.8% | +178.3% |
| All | +4,084.3% | +5,548.9% | -1,464.7% | +2,570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling