+691.6%
DVN vs AZN
+4,452.3%
-3,760.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.5% | -1.6% | +6.1% | +5.0% |
| 30D | +12.0% | +1.1% | +10.9% | +11.5% |
| 3M | +13.4% | -12.1% | +25.5% | +17.3% |
| 6M | +12.1% | -17.1% | +29.2% | +17.2% |
| YTD | +38.8% | -12.0% | +50.8% | +42.2% |
| 1Y | +46.0% | -0.2% | +46.3% | +43.4% |
| 3Y | +9.5% | +26.8% | -17.3% | -1.8% |
| 5Y | +125.3% | +56.9% | +68.4% | +86.2% |
| 10Y | +66.6% | +226.7% | -160.1% | +6.1% |
| All | +691.6% | +4,452.3% | -3,760.7% | +177.9% |
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