+727.9%
AZN vs MKTX
+1,442.6%
-714.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | +1.1% | +0.7% | +0.3% | +0.9% |
| 3M | -12.1% | +40.8% | -52.9% | -17.0% |
| 6M | -17.1% | -8.0% | -9.1% | -16.8% |
| YTD | -12.0% | -8.7% | -3.2% | -11.6% |
| 1Y | -0.2% | -11.8% | +11.6% | +0.6% |
| 3Y | +26.8% | -24.0% | +50.8% | +28.7% |
| 5Y | +56.9% | -60.3% | +117.2% | +72.4% |
| 10Y | +226.7% | +5.0% | +221.8% | +202.9% |
| All | +727.9% | +1,442.6% | -714.7% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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