+73.8%
AZN vs TPR
+225.7%
-151.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.9% | +6.4% | -8.3% | -2.6% |
| 30D | +17.1% | +13.8% | +3.4% | +15.4% |
| 3M | +16.8% | -16.6% | +33.5% | +18.8% |
| 6M | +2.0% | +0.7% | +1.3% | +1.5% |
| YTD | +1.9% | +5.3% | -3.4% | +0.8% |
| 1Y | +5.2% | +32.4% | -27.2% | +1.8% |
| 3Y | +54.8% | +406.4% | -351.6% | +25.7% |
| All | +73.8% | +225.7% | -151.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling