+53.6%
AZN vs MSCI
-11.2%
+64.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | -3.1% | -1.2% | -1.9% | -2.9% |
| 3M | -14.4% | -8.4% | -6.0% | -13.6% |
| 6M | -19.5% | -1.0% | -18.5% | -19.8% |
| YTD | -13.8% | -2.3% | -11.5% | -14.1% |
| 1Y | -2.4% | -1.2% | -1.2% | -3.1% |
| 3Y | +21.3% | +7.9% | +13.4% | +17.1% |
| 5Y | +53.6% | -10.1% | +63.7% | +41.2% |
| All | +53.6% | -11.2% | +64.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling