+65.2%
AZN vs ROIV
+289.9%
-224.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.9% |
| 7D | -3.1% | +19.0% | -22.1% | -4.4% |
| 30D | +0.6% | +16.1% | -15.6% | -0.6% |
| 3M | -10.8% | +44.1% | -54.9% | -13.2% |
| 6M | -18.1% | +37.8% | -56.0% | -20.2% |
| YTD | -12.3% | +88.7% | -100.9% | -16.5% |
| 1Y | -0.2% | +197.3% | -197.5% | -7.8% |
| 3Y | +23.4% | +224.9% | -201.6% | +12.3% |
| 5Y | +56.4% | +311.0% | -254.7% | +29.3% |
| All | +65.2% | +289.9% | -224.7% | +37.1% |
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