+338.4%
AZN vs USB
+85.0%
+253.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +1.6% | +1.4% | +0.1% | +1.3% |
| 30D | +17.3% | +6.4% | +10.9% | +16.1% |
| 3M | +15.3% | -4.5% | +19.8% | +16.1% |
| 6M | +2.1% | +11.4% | -9.2% | +0.2% |
| YTD | +2.6% | +17.1% | -14.5% | -0.3% |
| 1Y | +7.9% | +32.6% | -24.7% | +2.7% |
| 3Y | +55.8% | +101.8% | -46.0% | +36.9% |
| 5Y | +63.0% | +25.1% | +37.9% | +52.7% |
| All | +338.4% | +85.0% | +253.4% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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