+216.5%
AZN vs ROP
+135.6%
+80.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -4.6% | +3.1% | -0.1% |
| 30D | +1.1% | -1.7% | +2.8% | +1.5% |
| 3M | -12.1% | +17.1% | -29.2% | -16.6% |
| 6M | -17.1% | +10.9% | -28.0% | -20.3% |
| YTD | -12.0% | -12.1% | +0.1% | -8.9% |
| 1Y | -0.2% | -24.2% | +24.0% | +8.5% |
| 3Y | +26.8% | -20.4% | +47.1% | +34.1% |
| 5Y | +56.9% | -15.4% | +72.3% | +60.3% |
| All | +216.5% | +135.6% | +80.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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