+16.4%
AZN vs JHX
+44.7%
-28.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +1.7% |
| 7D | +11.5% | +13.3% | -1.8% | +9.7% |
| 30D | +20.8% | +17.1% | +3.6% | +18.2% |
| 3M | +21.5% | +4.1% | +17.4% | +20.4% |
| 6M | +3.0% | +48.5% | -45.5% | -3.6% |
| YTD | +3.9% | +42.3% | -38.4% | -0.8% |
| 1Y | +16.4% | +47.4% | -31.0% | +10.7% |
| All | +16.4% | +44.7% | -28.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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