+61.6%
DRAM vs AZN
-7.2%
+68.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.0% | +9.9% |
| 7D | -0.6% | -1.9% | +1.3% | -2.0% |
| 30D | -18.0% | +17.1% | -35.2% | -8.5% |
| 3M | -11.9% | +16.8% | -28.7% | -0.9% |
| 6M | -18.6% | +2.0% | -20.6% | -11.1% |
| All | +61.6% | -7.2% | +68.7% | +106.3% |
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