+24.2%
AZN vs S
+13.6%
+10.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.9% | -1.2% | -1.7% | -2.9% |
| 30D | -3.1% | -12.6% | +9.5% | -2.8% |
| 3M | -14.4% | +27.6% | -42.0% | -15.4% |
| 6M | -19.5% | +35.5% | -55.0% | -20.8% |
| YTD | -13.8% | +29.6% | -43.4% | -15.0% |
| 1Y | -2.4% | +8.1% | -10.5% | -3.1% |
| All | +24.2% | +13.6% | +10.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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