+706.7%
ETN vs AZN
+223.4%
+483.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.9% |
| 7D | +3.5% | -1.6% | +5.1% | +3.9% |
| 30D | -7.5% | +1.1% | -8.6% | -7.9% |
| 3M | +8.3% | -12.1% | +20.5% | +11.0% |
| 6M | +20.2% | -17.1% | +37.3% | +25.1% |
| YTD | +34.7% | -12.0% | +46.6% | +37.7% |
| 1Y | +19.4% | -0.2% | +19.7% | +17.6% |
| 3Y | +85.5% | +26.8% | +58.7% | +67.7% |
| 5Y | +186.6% | +56.9% | +129.7% | +137.1% |
| All | +706.7% | +223.4% | +483.2% | +465.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling