+68.4%
AZN vs ROIV
+232.7%
-164.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | +0.7% | +1.0% | -0.2% | +0.6% |
| 3M | -10.5% | +18.3% | -28.8% | -11.6% |
| 6M | -19.3% | +18.3% | -37.6% | -20.4% |
| YTD | -10.6% | +61.0% | -71.6% | -13.8% |
| 1Y | +0.5% | +177.9% | -177.4% | -6.6% |
| 3Y | +25.9% | +199.1% | -173.2% | +15.6% |
| 5Y | +52.4% | +250.7% | -198.3% | +27.6% |
| All | +68.4% | +232.7% | -164.3% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling