+338.2%
AZN vs P
+652.0%
-313.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.1% |
| 7D | -1.1% | +11.6% | -12.7% | -1.6% |
| 30D | +13.8% | -23.7% | +37.5% | +15.0% |
| 3M | +17.3% | -8.0% | +25.3% | +17.1% |
| 6M | -1.7% | +27.9% | -29.6% | -4.1% |
| YTD | +1.4% | +61.2% | -59.8% | -3.0% |
| 1Y | +5.2% | +28.6% | -23.5% | +1.7% |
| 3Y | +52.6% | +200.5% | -147.8% | +33.9% |
| 5Y | +72.9% | +282.9% | -210.1% | +45.7% |
| All | +338.2% | +652.0% | -313.8% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling