-7.3%
DIS vs AZN
-0.3%
-7.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -1.3% | -3.1% | +1.9% | -0.7% |
| 30D | +2.2% | +0.6% | +1.7% | +2.1% |
| 3M | +8.1% | -10.8% | +18.9% | +10.1% |
| 6M | +5.2% | -18.1% | +23.4% | +8.3% |
| YTD | -6.3% | -12.3% | +6.0% | -3.6% |
| 1Y | -7.3% | -0.2% | -7.1% | -4.4% |
| All | -7.3% | -0.3% | -7.0% | -4.4% |
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