+16.4%
AZN vs TE
-16.5%
+32.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +2.7% |
| 7D | +11.5% | +3.8% | +7.7% | +11.6% |
| 30D | +20.8% | -26.2% | +47.0% | +20.1% |
| 3M | +21.5% | -49.7% | +71.2% | +19.7% |
| 6M | +3.0% | -46.5% | +49.5% | +1.9% |
| YTD | +3.9% | -59.1% | +63.0% | +2.9% |
| 1Y | +16.4% | -25.8% | +42.2% | +15.7% |
| All | +16.4% | -16.5% | +32.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling