+222.9%
EWY vs AZN
+28.0%
+194.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | -0.1% | -1.6% | +1.5% | +0.1% |
| 30D | +7.3% | +1.1% | +6.3% | +7.1% |
| 3M | -5.1% | -12.1% | +7.0% | -3.3% |
| 6M | +42.1% | -17.1% | +59.2% | +47.2% |
| YTD | +94.1% | -12.0% | +106.1% | +98.0% |
| 1Y | +147.8% | -0.2% | +148.0% | +144.9% |
| 3Y | +222.9% | +26.8% | +196.1% | +195.3% |
| All | +222.9% | +28.0% | +194.9% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling