+248.5%
AZN vs P
+485.4%
-236.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.3% |
| 7D | 0.0% | +6.5% | -6.5% | -0.3% |
| 30D | +0.7% | +18.8% | -18.1% | -0.4% |
| 3M | -10.5% | +26.7% | -37.3% | -12.1% |
| 6M | -19.3% | +62.2% | -81.4% | -22.3% |
| YTD | -10.6% | +48.5% | -59.1% | -13.7% |
| 1Y | +0.5% | +26.4% | -25.9% | -2.5% |
| 3Y | +25.9% | +159.4% | -133.5% | +12.2% |
| 5Y | +52.4% | +275.8% | -223.4% | +29.1% |
| 10Y | +220.8% | +732.0% | -511.2% | +141.1% |
| All | +248.5% | +485.4% | -236.8% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling