+26.8%
AZN vs OMC
+10.5%
+16.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.6% | -4.4% | +2.8% | -1.0% |
| 30D | +1.1% | -7.6% | +8.7% | +2.1% |
| 3M | -12.1% | +4.5% | -16.7% | -12.9% |
| 6M | -17.1% | -0.3% | -16.9% | -17.4% |
| YTD | -12.0% | -0.1% | -11.9% | -12.3% |
| 1Y | -0.2% | +4.6% | -4.9% | -1.8% |
| 3Y | +26.8% | +10.5% | +16.3% | +18.1% |
| All | +26.8% | +10.5% | +16.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling