+4,662.2%
AZN vs ZBRA
+4,521.0%
+141.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.7% |
| 7D | -3.1% | -3.8% | +0.7% | -2.7% |
| 30D | +0.6% | -10.2% | +10.8% | +1.8% |
| 3M | -10.8% | +58.7% | -69.5% | -16.1% |
| 6M | -18.1% | +61.9% | -80.0% | -23.4% |
| YTD | -12.3% | +41.7% | -53.9% | -16.8% |
| 1Y | -0.2% | +12.4% | -12.5% | -3.0% |
| 3Y | +23.4% | +34.2% | -10.8% | +15.3% |
| 5Y | +56.4% | -40.8% | +97.1% | +58.1% |
| 10Y | +225.7% | +420.3% | -194.6% | +146.7% |
| All | +4,662.2% | +4,521.0% | +141.2% | +2,577.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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