-4.1%
AZN vs Q
+75.4%
-79.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.7% |
| 7D | -3.1% | +4.1% | -7.2% | -3.1% |
| 30D | +0.6% | -10.7% | +11.3% | +0.6% |
| 3M | -10.8% | -11.7% | +0.9% | -11.5% |
| 6M | -18.1% | +8.3% | -26.5% | -21.1% |
| YTD | -12.3% | +51.3% | -63.6% | -18.2% |
| All | -4.1% | +75.4% | -79.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling