+126.0%
DUK vs AZN
+223.4%
-97.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | -3.0% | -12.1% | +9.1% | -0.3% |
| 6M | -6.6% | -17.1% | +10.6% | -2.7% |
| YTD | +4.6% | -12.0% | +16.5% | +7.0% |
| 1Y | +1.2% | -0.2% | +1.5% | +0.3% |
| 3Y | +45.7% | +26.8% | +18.9% | +34.7% |
| 5Y | +40.3% | +56.9% | -16.6% | +21.5% |
| All | +126.0% | +223.4% | -97.4% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling