+645.8%
AZN vs MSCI
+2,756.4%
-2,110.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +0.7% | +0.6% | +0.2% | +0.6% |
| 3M | -10.5% | -7.1% | -3.4% | -9.4% |
| 6M | -19.3% | +0.8% | -20.1% | -20.0% |
| YTD | -10.6% | +1.0% | -11.6% | -11.7% |
| 1Y | +0.5% | +4.3% | -3.8% | -1.8% |
| 3Y | +25.9% | +9.9% | +15.9% | +19.7% |
| 5Y | +52.4% | -6.8% | +59.2% | +46.6% |
| 10Y | +220.8% | +614.7% | -393.8% | +84.4% |
| All | +645.8% | +2,756.4% | -2,110.6% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling