-2.4%
AZN vs PR
+77.2%
-79.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.9% |
| 3M | -14.4% | +24.1% | -38.5% | -14.1% |
| 6M | -19.5% | +25.4% | -44.9% | -19.9% |
| YTD | -13.8% | +71.2% | -85.0% | -16.8% |
| 1Y | -2.4% | +78.6% | -81.0% | -7.4% |
| All | -2.4% | +77.2% | -79.6% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling