+0.5%
AZN vs LULU
-49.9%
+50.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.4% | +16.1% | -0.2% |
| 7D | 0.0% | -16.7% | +16.7% | +1.1% |
| 30D | +0.7% | -18.5% | +19.3% | +1.9% |
| 3M | -10.5% | -19.5% | +9.0% | -9.5% |
| 6M | -19.3% | -41.9% | +22.6% | -16.3% |
| YTD | -10.6% | -51.6% | +41.0% | -6.6% |
| 1Y | +0.5% | -51.2% | +51.7% | +4.8% |
| All | +0.5% | -49.9% | +50.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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