+209.6%
B vs AZN
+4,524.2%
-4,314.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | +0.7% | +8.7% | +9.3% |
| 3M | +5.0% | -10.5% | +15.5% | +6.8% |
| 6M | -3.5% | -19.3% | +15.7% | -0.1% |
| YTD | +4.5% | -10.6% | +15.0% | +6.3% |
| 1Y | +67.8% | +0.5% | +67.3% | +67.1% |
| 3Y | +196.7% | +25.9% | +170.8% | +183.9% |
| 5Y | +151.9% | +52.4% | +99.5% | +132.9% |
| 10Y | +202.2% | +220.8% | -18.7% | +148.8% |
| All | +209.6% | +4,524.2% | -4,314.6% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling