+5.9%
AZN vs PR
+68.7%
-62.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.3% |
| 7D | +1.6% | -9.5% | +11.1% | +0.7% |
| 30D | +17.3% | -5.7% | +23.0% | +16.9% |
| 3M | +15.3% | +3.0% | +12.4% | +15.7% |
| 6M | +2.1% | +11.8% | -9.7% | +3.0% |
| YTD | +2.6% | +58.5% | -55.8% | +2.4% |
| All | +5.9% | +68.7% | -62.8% | +4.5% |
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