+343.2%
AZN vs PR
+65.1%
+278.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +1.6% | -9.5% | +11.1% | +1.6% |
| 30D | +17.3% | -5.7% | +23.0% | +17.3% |
| 3M | +15.3% | +3.0% | +12.4% | +15.3% |
| 6M | +2.1% | +11.8% | -9.7% | +2.0% |
| YTD | +2.6% | +58.5% | -55.8% | +2.2% |
| 1Y | +7.9% | +69.9% | -62.0% | +7.3% |
| 3Y | +55.8% | +84.9% | -29.1% | +54.7% |
| 5Y | +63.0% | +246.4% | -183.4% | +61.0% |
| 10Y | +343.2% | +70.3% | +272.9% | +384.4% |
| All | +343.2% | +65.1% | +278.1% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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