-42.2%
DIS vs AZN
+51.7%
-93.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | +1.0% | -3.1% | +4.0% | +1.6% |
| 3M | +5.7% | -14.4% | +20.1% | +8.8% |
| 6M | +3.3% | -19.5% | +22.8% | +7.5% |
| YTD | -7.7% | -13.8% | +6.0% | -5.3% |
| 1Y | -10.0% | -2.4% | -7.6% | -9.9% |
| 3Y | +31.7% | +21.3% | +10.4% | +24.3% |
| 5Y | -42.2% | +53.6% | -95.8% | -47.4% |
| All | -42.2% | +51.7% | -93.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling