+67.2%
F vs AZN
+339.3%
-272.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.5% |
| 30D | -0.5% | +18.3% | -18.8% | -4.8% |
| 3M | -12.9% | +16.3% | -29.2% | -16.4% |
| 6M | +1.5% | -0.1% | +1.6% | +1.0% |
| YTD | -5.0% | +1.3% | -6.3% | -6.0% |
| 1Y | -7.3% | +6.2% | -13.6% | -9.4% |
| 3Y | +45.3% | +53.9% | -8.6% | +27.4% |
| 5Y | -15.8% | +72.8% | -88.6% | -28.8% |
| All | +67.2% | +339.3% | -272.1% | +21.5% |
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