+85.2%
F vs AZN
+222.4%
-137.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.8% |
| 7D | -3.7% | -3.1% | -0.6% | -2.9% |
| 30D | -0.7% | +0.6% | -1.3% | -0.8% |
| 3M | -1.9% | -10.8% | +8.9% | +0.6% |
| 6M | +16.1% | -18.1% | +34.2% | +21.7% |
| YTD | +9.5% | -12.3% | +21.7% | +12.6% |
| 1Y | +27.2% | -0.2% | +27.4% | +26.4% |
| 3Y | +36.3% | +23.4% | +12.9% | +27.0% |
| 5Y | +49.3% | +56.4% | -7.1% | +29.9% |
| All | +85.2% | +222.4% | -137.1% | +45.2% |
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