+50.9%
AZN vs S
-56.8%
+107.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | 0.0% | -7.7% | +7.7% | +0.3% |
| 30D | +0.7% | -5.3% | +6.1% | +0.9% |
| 3M | -10.5% | +20.3% | -30.8% | -11.4% |
| 6M | -19.3% | +47.4% | -66.6% | -21.0% |
| YTD | -10.6% | +32.5% | -43.1% | -12.1% |
| 1Y | +0.5% | +9.5% | -9.0% | -0.5% |
| 3Y | +25.9% | +15.5% | +10.4% | +22.7% |
| 5Y | +52.4% | -71.2% | +123.6% | +47.6% |
| All | +50.9% | -56.8% | +107.7% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling