+90.9%
AZN vs ROIV
+276.5%
-185.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.1% | +1.7% | -2.7% | -1.2% |
| 30D | +13.8% | +17.6% | -3.7% | +12.5% |
| 3M | +17.3% | +9.0% | +8.3% | +16.3% |
| 6M | -1.7% | +35.3% | -37.0% | -4.2% |
| YTD | +1.4% | +82.2% | -80.8% | -3.3% |
| 1Y | +5.2% | +92.3% | -87.1% | -0.1% |
| 3Y | +52.6% | +336.8% | -284.2% | +37.3% |
| 5Y | +72.9% | +370.6% | -297.7% | +47.2% |
| All | +90.9% | +276.5% | -185.6% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling