+324.3%
AZN vs PR
+149.9%
+174.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.6% |
| 7D | +1.5% | -12.4% | +13.9% | +1.6% |
| 30D | +19.0% | -6.6% | +25.5% | +19.0% |
| 3M | +17.3% | +7.5% | +9.8% | +17.2% |
| 6M | +3.6% | +10.8% | -7.2% | +3.5% |
| YTD | +4.1% | +57.0% | -52.9% | +3.6% |
| 1Y | +13.1% | +67.9% | -54.8% | +12.6% |
| 3Y | +55.8% | +87.6% | -31.8% | +54.7% |
| 5Y | +66.5% | +220.4% | -153.9% | +64.7% |
| 10Y | +329.7% | +64.8% | +264.9% | +357.3% |
| All | +324.3% | +149.9% | +174.4% | +356.0% |
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