+26.8%
AZN vs ITUB
+120.9%
-94.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | +1.1% | +12.6% | -11.6% | -0.3% |
| 3M | -12.1% | +6.4% | -18.5% | -12.9% |
| 6M | -17.1% | +0.6% | -17.7% | -17.4% |
| YTD | -12.0% | +18.8% | -30.8% | -13.7% |
| 1Y | -0.2% | +31.0% | -31.2% | -3.2% |
| 3Y | +26.8% | +118.1% | -91.3% | +12.0% |
| All | +26.8% | +120.9% | -94.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 3y: compounded portfolio wealth divided by compounded ITUB 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…
3y analysis · Full analysis span regression · 6 months rolling