+1,466.0%
DUK vs AZN
+4,452.3%
-2,986.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | -3.0% | -12.1% | +9.1% | -0.7% |
| 6M | -6.6% | -17.1% | +10.6% | -3.3% |
| YTD | +4.6% | -12.0% | +16.5% | +6.7% |
| 1Y | +1.2% | -0.2% | +1.5% | +0.5% |
| 3Y | +45.7% | +26.8% | +18.9% | +36.7% |
| 5Y | +40.3% | +56.9% | -16.6% | +24.9% |
| 10Y | +129.9% | +226.7% | -96.8% | +73.9% |
| All | +1,466.0% | +4,452.3% | -2,986.3% | +740.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling