+221.7%
AZN vs JD
+45.3%
+176.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -0.9% | -16.0% | +15.2% | +0.7% |
| 3M | -11.8% | -3.2% | -8.7% | -11.7% |
| 6M | -17.6% | +6.1% | -23.7% | -18.2% |
| YTD | -12.0% | -0.1% | -11.9% | -12.3% |
| 1Y | -0.9% | -12.7% | +11.9% | 0.0% |
| 3Y | +23.7% | -6.3% | +30.0% | +21.3% |
| 5Y | +54.5% | -61.3% | +115.9% | +59.9% |
| 10Y | +218.2% | +17.6% | +200.6% | +178.2% |
| All | +221.7% | +45.3% | +176.5% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling