+24.2%
AZN vs ROIV
+230.5%
-206.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -2.9% | +22.3% | -25.2% | -5.5% |
| 30D | -3.1% | +16.9% | -19.9% | -5.1% |
| 3M | -14.4% | +43.9% | -58.4% | -18.7% |
| 6M | -19.5% | +41.6% | -61.1% | -23.5% |
| YTD | -13.8% | +92.7% | -106.4% | -21.6% |
| 1Y | -2.4% | +210.2% | -212.5% | -17.0% |
| All | +24.2% | +230.5% | -206.3% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling