+118.6%
DVN vs AZN
+55.9%
+62.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +4.5% | -1.6% | +6.1% | +4.8% |
| 30D | +12.0% | +1.1% | +10.9% | +11.7% |
| 3M | +13.4% | -12.1% | +25.5% | +15.6% |
| 6M | +12.1% | -17.1% | +29.2% | +15.1% |
| YTD | +38.8% | -12.0% | +50.8% | +40.4% |
| 1Y | +46.0% | -0.2% | +46.3% | +43.3% |
| 3Y | +9.5% | +26.8% | -17.3% | -0.5% |
| All | +118.6% | +55.9% | +62.8% | +103.1% |
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