+143.3%
DELL vs AZN
+18.4%
+124.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.8% | -11.6% | -7.8% |
| 7D | -24.6% | +11.5% | -36.1% | -21.5% |
| 30D | -32.5% | +20.8% | -53.2% | -28.4% |
| 3M | -20.2% | +21.5% | -41.7% | -15.1% |
| 6M | +76.5% | +3.0% | +73.4% | +84.8% |
| YTD | +198.9% | +3.9% | +195.1% | +210.6% |
| 1Y | +143.3% | +16.4% | +126.9% | +158.8% |
| All | +143.3% | +18.4% | +124.9% | +158.8% |
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