-5.5%
ETN vs AZN
+18.4%
-23.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.8% | -12.6% | -9.3% |
| 7D | -10.1% | +11.5% | -21.6% | -8.5% |
| 30D | -18.4% | +20.8% | -39.1% | -16.4% |
| 3M | -20.4% | +21.5% | -41.9% | -18.5% |
| 6M | -16.0% | +3.0% | -19.0% | -13.5% |
| YTD | +11.8% | +3.9% | +7.9% | +14.5% |
| 1Y | -5.5% | +16.4% | -21.9% | -3.7% |
| All | -5.5% | +18.4% | -23.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling