+4,678.0%
AZN vs ITW
+5,555.9%
-877.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -1.6% | -0.7% | -0.8% | -1.3% |
| 30D | +1.1% | -8.3% | +9.4% | +3.5% |
| 3M | -12.1% | +6.0% | -18.2% | -13.7% |
| 6M | -17.1% | 0.0% | -17.1% | -17.4% |
| YTD | -12.0% | +10.2% | -22.2% | -14.7% |
| 1Y | -0.2% | +3.2% | -3.4% | -1.6% |
| 3Y | +26.8% | +21.0% | +5.8% | +18.7% |
| 5Y | +56.9% | +37.9% | +19.0% | +39.6% |
| 10Y | +226.7% | +193.2% | +33.5% | +126.5% |
| All | +4,678.0% | +5,555.9% | -877.9% | +1,756.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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