+10.6%
DELL vs AZN
-0.6%
+11.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.1% | -4.2% |
| 7D | -1.9% | -3.1% | +1.2% | -3.1% |
| 30D | +14.9% | +0.6% | +14.3% | +16.0% |
| All | +10.6% | -0.6% | +11.2% | +10.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling