+16.3%
AZN vs ZYBT
-37.3%
+53.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | +7.1% | -3.5% | +10.6% | +7.1% |
| 30D | +17.8% | +24.3% | -6.5% | +17.9% |
| 3M | +15.7% | -41.5% | +57.2% | +15.6% |
| 6M | +3.1% | +58.6% | -55.5% | +5.8% |
| YTD | +2.7% | +20.0% | -17.3% | +6.8% |
| 1Y | +16.3% | -35.2% | +51.5% | +24.3% |
| All | +16.3% | -37.3% | +53.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling