+36.3%
DIS vs AZN
+53.8%
-17.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | +8.9% | +18.3% | -9.4% | +6.4% |
| 3M | +14.5% | +16.3% | -1.8% | +12.2% |
| 6M | +12.2% | -0.1% | +12.3% | +11.7% |
| YTD | +4.7% | +1.3% | +3.4% | +4.3% |
| 1Y | +2.8% | +6.2% | -3.4% | +2.1% |
| All | +36.3% | +53.8% | -17.4% | +37.7% |
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