+0.5%
AZN vs JD
-5.6%
+6.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.4% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | +0.7% | -13.2% | +13.9% | +1.7% |
| 3M | -10.5% | -3.2% | -7.3% | -9.9% |
| 6M | -19.3% | +15.2% | -34.5% | -19.7% |
| YTD | -10.6% | +2.0% | -12.6% | -10.1% |
| 1Y | +0.5% | -5.4% | +5.9% | +0.4% |
| All | +0.5% | -5.6% | +6.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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