+548.3%
AZN vs TEL
+707.2%
-158.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.1% | -2.3% | -0.8% | -2.5% |
| 30D | +0.6% | -6.1% | +6.6% | +2.1% |
| 3M | -10.8% | +1.7% | -12.5% | -11.7% |
| 6M | -18.1% | +1.6% | -19.7% | -19.3% |
| YTD | -12.3% | -9.1% | -3.2% | -11.3% |
| 1Y | -0.2% | -1.7% | +1.5% | -1.5% |
| 3Y | +23.4% | +67.3% | -44.0% | +3.7% |
| 5Y | +56.4% | +52.1% | +4.3% | +32.5% |
| 10Y | +225.7% | +299.3% | -73.7% | +99.8% |
| All | +548.3% | +707.2% | -158.9% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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