+158.8%
B vs AZN
+51.7%
+107.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | +1.0% | -2.9% | +3.9% | +2.0% |
| 30D | +9.5% | -3.1% | +12.6% | +10.7% |
| 3M | +14.3% | -14.4% | +28.8% | +19.6% |
| 6M | -1.9% | -19.5% | +17.6% | +4.8% |
| YTD | +4.1% | -13.8% | +17.8% | +8.6% |
| 1Y | +56.1% | -2.4% | +58.5% | +56.3% |
| 3Y | +202.0% | +21.3% | +180.7% | +179.4% |
| 5Y | +158.8% | +53.6% | +105.2% | +131.6% |
| All | +158.8% | +51.7% | +107.1% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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