+317.7%
AZN vs PR
+152.6%
+165.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -0.1% | -16.4% | +16.3% | 0.0% |
| 30D | +16.4% | -1.9% | +18.3% | +16.4% |
| 3M | +15.7% | +8.0% | +7.8% | +15.7% |
| 6M | +0.8% | +4.1% | -3.3% | +0.8% |
| YTD | +2.5% | +58.7% | -56.2% | +2.0% |
| 1Y | +12.4% | +75.8% | -63.4% | +11.8% |
| 3Y | +53.4% | +73.2% | -19.7% | +52.4% |
| 5Y | +62.8% | +230.1% | -167.3% | +61.1% |
| 10Y | +342.7% | +67.4% | +275.4% | +371.4% |
| All | +317.7% | +152.6% | +165.1% | +348.9% |
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