+45.0%
EEM vs AZN
+55.9%
-10.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | +2.1% | +1.1% | +1.0% | +1.8% |
| 3M | +1.0% | -12.1% | +13.2% | +3.2% |
| 6M | +15.9% | -17.1% | +33.1% | +19.9% |
| YTD | +24.6% | -12.0% | +36.6% | +27.0% |
| 1Y | +32.3% | -0.2% | +32.5% | +30.7% |
| 3Y | +85.9% | +26.8% | +59.1% | +71.6% |
| All | +45.0% | +55.9% | -10.9% | +30.4% |
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