+683.7%
AZN vs TPR
+7,380.8%
-6,697.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | +0.7% | -23.0% | +23.7% | +4.3% |
| 3M | -10.5% | -12.5% | +2.0% | -9.1% |
| 6M | -19.3% | -21.4% | +2.2% | -16.9% |
| YTD | -10.6% | -3.5% | -7.1% | -10.8% |
| 1Y | +0.5% | +17.4% | -16.8% | -2.8% |
| 3Y | +25.9% | +291.3% | -265.4% | -0.2% |
| 5Y | +52.4% | +241.9% | -189.5% | +20.1% |
| 10Y | +220.8% | +322.7% | -101.8% | +123.5% |
| All | +683.7% | +7,380.8% | -6,697.1% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling