+220.1%
AZN vs PR
+88.3%
+131.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -3.1% | +11.3% | -14.3% | -3.1% |
| 3M | -14.4% | +24.1% | -38.5% | -14.6% |
| 6M | -19.5% | +25.4% | -44.9% | -19.7% |
| YTD | -13.8% | +71.2% | -85.0% | -14.2% |
| 1Y | -2.4% | +78.6% | -81.0% | -2.9% |
| 3Y | +21.3% | +85.2% | -64.0% | +20.4% |
| 5Y | +53.6% | +419.0% | -365.4% | +51.9% |
| 10Y | +220.1% | +86.2% | +133.9% | +249.8% |
| All | +220.1% | +88.3% | +131.8% | +249.8% |
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