+12,102.9%
ETN vs AZN
+4,452.3%
+7,650.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.9% |
| 7D | +3.5% | -1.6% | +5.1% | +4.0% |
| 30D | -7.5% | +1.1% | -8.6% | -7.9% |
| 3M | +8.3% | -12.1% | +20.5% | +11.3% |
| 6M | +20.2% | -17.1% | +37.3% | +25.4% |
| YTD | +34.7% | -12.0% | +46.6% | +37.9% |
| 1Y | +19.4% | -0.2% | +19.7% | +17.6% |
| 3Y | +85.5% | +26.8% | +58.7% | +68.1% |
| 5Y | +186.6% | +56.9% | +129.7% | +140.0% |
| 10Y | +724.7% | +226.7% | +498.0% | +442.2% |
| All | +12,102.9% | +4,452.3% | +7,650.6% | +5,095.9% |
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