+5,074.9%
DELL vs AZN
+213.5%
+4,861.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.6% | +11.9% |
| 7D | +8.2% | -1.6% | +9.8% | +8.6% |
| 30D | +17.1% | +1.1% | +16.0% | +16.6% |
| 3M | +45.2% | -12.1% | +57.3% | +48.5% |
| 6M | +286.8% | -17.1% | +303.9% | +301.0% |
| YTD | +354.8% | -12.0% | +366.8% | +363.6% |
| 1Y | +358.3% | -0.2% | +358.5% | +350.1% |
| 3Y | +724.9% | +26.8% | +698.1% | +643.0% |
| 5Y | +1,193.7% | +56.9% | +1,136.8% | +978.7% |
| 10Y | +4,433.8% | +226.7% | +4,207.1% | +3,071.4% |
| All | +5,074.9% | +213.5% | +4,861.4% | +3,560.0% |
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