+31.9%
DIS vs AZN
+339.5%
-307.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +9.2% | +13.8% | -4.7% | +5.9% |
| 3M | +13.5% | +17.3% | -3.8% | +9.4% |
| 6M | +14.3% | -1.7% | +16.0% | +14.3% |
| YTD | +5.4% | +1.4% | +4.0% | +4.4% |
| 1Y | +12.2% | +5.2% | +7.0% | +10.2% |
| 3Y | +37.2% | +52.6% | -15.4% | +21.7% |
| 5Y | -23.1% | +72.9% | -96.0% | -34.7% |
| All | +31.9% | +339.5% | -307.6% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling