+4,753.5%
AZN vs USB
+4,364.4%
+389.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +0.7% | -1.3% | +2.1% | +1.0% |
| 3M | -10.5% | +15.2% | -25.7% | -13.2% |
| 6M | -19.3% | +18.8% | -38.1% | -22.2% |
| YTD | -10.6% | +21.0% | -31.6% | -14.4% |
| 1Y | +0.5% | +34.0% | -33.5% | -5.8% |
| 3Y | +25.9% | +95.3% | -69.5% | +7.4% |
| 5Y | +52.4% | +40.4% | +12.0% | +36.7% |
| 10Y | +220.8% | +107.3% | +113.5% | +152.6% |
| All | +4,753.5% | +4,364.4% | +389.1% | +2,058.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling