+53.6%
AZN vs USB
+40.0%
+13.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | +0.7% | -1.3% | +2.1% | +0.9% |
| 3M | -10.5% | +15.2% | -25.7% | -12.7% |
| 6M | -19.3% | +18.8% | -38.1% | -21.7% |
| YTD | -10.6% | +21.0% | -31.6% | -13.7% |
| 1Y | +0.5% | +34.0% | -33.5% | -4.7% |
| 3Y | +25.9% | +95.3% | -69.5% | +9.9% |
| All | +53.6% | +40.0% | +13.5% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling