+915.9%
AZN vs PLUG
-99.3%
+1,015.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.4% |
| 7D | -1.1% | -23.4% | +22.4% | -0.1% |
| 30D | +13.8% | -23.4% | +37.3% | +14.9% |
| 3M | +17.3% | -51.7% | +69.0% | +20.4% |
| 6M | -1.7% | -72.0% | +70.2% | +2.8% |
| YTD | +1.4% | -43.7% | +45.0% | +2.4% |
| 1Y | +5.2% | -55.4% | +60.6% | +7.1% |
| 3Y | +52.6% | -68.0% | +120.7% | +50.9% |
| 5Y | +72.9% | -97.4% | +170.3% | +84.1% |
| 10Y | +333.0% | -24.5% | +357.5% | +279.7% |
| All | +915.9% | -99.3% | +1,015.2% | +785.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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