+295.1%
AZN vs P
+535.2%
-240.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 3M | +17.3% | -8.0% | +25.3% | +17.1% |
| 6M | -1.7% | +27.9% | -29.6% | -4.2% |
| YTD | +1.4% | +61.2% | -59.8% | -3.1% |
| 1Y | +5.2% | +28.6% | -23.5% | +1.6% |
| 3Y | +52.6% | +200.5% | -147.8% | +34.0% |
| 5Y | +72.9% | +282.9% | -210.1% | +46.0% |
| 10Y | +333.0% | +665.9% | -332.9% | +226.6% |
| All | +295.1% | +535.2% | -240.1% | +195.1% |
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