+62.4%
EWY vs AZN
+18.4%
+44.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -1.5% |
| 7D | -8.3% | +11.5% | -19.8% | -7.1% |
| 30D | -20.5% | +20.8% | -41.3% | -19.2% |
| 3M | -11.1% | +21.5% | -32.6% | -9.4% |
| 6M | -7.0% | +3.0% | -10.0% | -4.2% |
| YTD | +56.5% | +3.9% | +52.6% | +63.5% |
| 1Y | +62.4% | +16.4% | +46.0% | +68.1% |
| All | +62.4% | +18.4% | +44.0% | +68.1% |
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