+106.9%
B vs AZN
+69.6%
+37.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | -6.6% | +18.3% | -24.9% | -11.8% |
| 3M | -7.9% | +16.3% | -24.2% | -12.4% |
| 6M | -16.8% | -0.1% | -16.7% | -17.3% |
| YTD | -11.7% | +1.3% | -13.0% | -12.6% |
| 1Y | +3.5% | +6.2% | -2.8% | +0.7% |
| 3Y | +165.7% | +53.9% | +111.9% | +125.7% |
| All | +106.9% | +69.6% | +37.3% | +74.5% |
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