+264.5%
AZN vs PR
+169.5%
+95.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | 0.0% | +2.9% | -2.9% | 0.0% |
| 30D | +0.7% | +18.0% | -17.3% | +0.6% |
| 3M | -10.5% | +16.9% | -27.4% | -10.6% |
| 6M | -19.3% | +28.2% | -47.5% | -19.4% |
| YTD | -10.6% | +69.3% | -79.9% | -11.0% |
| 1Y | +0.5% | +69.5% | -69.0% | 0.0% |
| 3Y | +25.9% | +81.7% | -55.8% | +25.0% |
| 5Y | +52.4% | +422.2% | -369.8% | +50.8% |
| 10Y | +220.8% | +110.4% | +110.5% | +247.0% |
| All | +264.5% | +169.5% | +95.0% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling