+830.6%
EEM vs AZN
+946.0%
-115.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.7% |
| 30D | +2.4% | +0.6% | +1.8% | +2.0% |
| 3M | +4.2% | -10.8% | +15.0% | +8.5% |
| 6M | +14.8% | -18.1% | +32.9% | +24.1% |
| YTD | +23.1% | -12.3% | +35.4% | +28.2% |
| 1Y | +32.5% | -0.2% | +32.7% | +29.0% |
| 3Y | +85.9% | +23.4% | +62.5% | +59.0% |
| 5Y | +43.6% | +56.4% | -12.8% | +5.0% |
| 10Y | +127.2% | +225.7% | -98.4% | +1.0% |
| All | +830.6% | +946.0% | -115.3% | +121.0% |
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 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