+4,581.7%
AZN vs OMC
+2,918.0%
+1,663.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.2% |
| 7D | -2.9% | -4.2% | +1.3% | -2.0% |
| 30D | -3.1% | -7.5% | +4.4% | -1.4% |
| 3M | -14.4% | +4.6% | -19.1% | -15.7% |
| 6M | -19.5% | -4.8% | -14.7% | -19.1% |
| YTD | -13.8% | -1.0% | -12.7% | -14.6% |
| 1Y | -2.4% | +3.8% | -6.2% | -4.8% |
| 3Y | +21.3% | +10.2% | +11.1% | +15.2% |
| 5Y | +53.6% | +29.7% | +23.9% | +37.7% |
| 10Y | +220.1% | +32.3% | +187.8% | +173.5% |
| All | +4,581.7% | +2,918.0% | +1,663.6% | +1,910.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling