+383.4%
EFA vs AZN
+688.5%
-305.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.5% |
| 7D | -2.4% | -3.1% | +0.8% | -1.1% |
| 30D | -2.2% | +0.6% | -2.8% | -2.6% |
| 3M | +5.7% | -10.8% | +16.5% | +9.8% |
| 6M | +8.2% | -18.1% | +26.3% | +16.3% |
| YTD | +11.8% | -12.3% | +24.0% | +16.4% |
| 1Y | +18.3% | -0.2% | +18.5% | +16.2% |
| 3Y | +64.9% | +23.4% | +41.6% | +45.8% |
| 5Y | +52.4% | +56.4% | -4.0% | +19.2% |
| 10Y | +142.4% | +225.7% | -83.3% | +29.3% |
| All | +383.4% | +688.5% | -305.0% | +62.4% |
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 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