+27,254.7%
DHR vs AZN
+4,452.3%
+22,802.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -1.6% | -2.1% | -3.2% |
| 30D | -2.7% | +1.1% | -3.8% | -3.1% |
| 3M | +10.9% | -12.1% | +23.1% | +14.7% |
| 6M | +3.0% | -17.1% | +20.2% | +8.4% |
| YTD | -12.2% | -12.0% | -0.2% | -9.5% |
| 1Y | +3.3% | -0.2% | +3.5% | +2.5% |
| 3Y | -8.2% | +26.8% | -35.0% | -15.9% |
| 5Y | -29.9% | +56.9% | -86.8% | -40.2% |
| 10Y | +208.5% | +226.7% | -18.3% | +108.3% |
| All | +27,254.7% | +4,452.3% | +22,802.4% | +10,522.9% |
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