+319.1%
DELL vs AZN
+0.4%
+318.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.5% |
| 7D | +14.9% | 0.0% | +14.9% | +14.9% |
| 30D | +13.3% | +0.7% | +12.5% | +13.4% |
| 3M | +24.4% | -10.5% | +34.9% | +24.8% |
| 6M | +258.0% | -19.3% | +277.3% | +271.7% |
| YTD | +320.2% | -10.6% | +330.8% | +318.0% |
| 1Y | +319.1% | +0.5% | +318.5% | +298.2% |
| All | +319.1% | +0.4% | +318.7% | +298.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling