+216.5%
AZN vs JD
+20.6%
+195.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -4.2% | +2.7% | -1.2% |
| 30D | +1.1% | -14.4% | +15.4% | +2.5% |
| 3M | -12.1% | -3.6% | -8.6% | -11.9% |
| 6M | -17.1% | -0.3% | -16.8% | -17.3% |
| YTD | -12.0% | -2.4% | -9.6% | -12.0% |
| 1Y | -0.2% | -18.5% | +18.3% | +1.3% |
| 3Y | +26.8% | -7.0% | +33.8% | +24.4% |
| 5Y | +56.9% | -61.7% | +118.6% | +62.8% |
| All | +216.5% | +20.6% | +195.9% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling