+561.3%
AZN vs LYB
+624.6%
-63.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +1.1% | +2.5% | -1.4% | +0.5% |
| 3M | -12.1% | +1.4% | -13.5% | -12.6% |
| 6M | -17.1% | -3.5% | -13.7% | -17.7% |
| YTD | -12.0% | +52.0% | -64.0% | -19.8% |
| 1Y | -0.2% | +22.1% | -22.3% | -5.7% |
| 3Y | +26.8% | -22.8% | +49.5% | +28.4% |
| 5Y | +56.9% | -3.4% | +60.2% | +50.2% |
| 10Y | +226.7% | +47.4% | +179.4% | +163.1% |
| All | +561.3% | +624.6% | -63.4% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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