+53.5%
AZN vs ROIV
+384.4%
-330.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.9% | +9.5% | -11.3% | -3.2% |
| 30D | +17.1% | +21.0% | -3.8% | +13.8% |
| 3M | +16.8% | +18.7% | -1.9% | +13.4% |
| 6M | +2.0% | +44.5% | -42.5% | -4.6% |
| YTD | +1.9% | +92.9% | -90.9% | -9.8% |
| 1Y | +5.2% | +100.2% | -95.1% | -7.7% |
| All | +53.5% | +384.4% | -330.9% | +11.8% |
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