+216.5%
AZN vs TRMB
+121.9%
+94.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -1.6% | -3.0% | +1.5% | -1.1% |
| 30D | +1.1% | +2.3% | -1.3% | +0.7% |
| 3M | -12.1% | +15.3% | -27.4% | -14.2% |
| 6M | -17.1% | -14.7% | -2.4% | -15.5% |
| YTD | -12.0% | -26.4% | +14.4% | -8.3% |
| 1Y | -0.2% | -30.4% | +30.2% | +4.6% |
| 3Y | +26.8% | +13.5% | +13.2% | +20.7% |
| 5Y | +56.9% | -38.6% | +95.5% | +63.2% |
| All | +216.5% | +121.9% | +94.7% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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