+215.5%
AZN vs TPR
+318.3%
-102.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -3.1% | -5.1% | +2.0% | -2.6% |
| 30D | +0.6% | -27.6% | +28.1% | +3.6% |
| 3M | -10.8% | -17.5% | +6.7% | -9.3% |
| 6M | -18.1% | -21.3% | +3.2% | -16.5% |
| YTD | -12.3% | -8.5% | -3.8% | -11.9% |
| 1Y | -0.2% | +11.5% | -11.7% | -1.8% |
| 3Y | +23.4% | +288.0% | -264.7% | +5.9% |
| 5Y | +56.4% | +225.2% | -168.8% | +34.1% |
| All | +215.5% | +318.3% | -102.8% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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