+32.8%
DIS vs AZN
+23.5%
+9.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.9% |
| 30D | +0.1% | -0.9% | +1.0% | +0.3% |
| 3M | +7.1% | -11.8% | +18.9% | +8.8% |
| 6M | +4.3% | -17.6% | +21.9% | +6.7% |
| YTD | -6.9% | -12.0% | +5.1% | -5.4% |
| 1Y | -10.3% | -0.9% | -9.4% | -9.7% |
| 3Y | +32.8% | +23.7% | +9.2% | +32.7% |
| All | +32.8% | +23.5% | +9.4% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling