+43.7%
F vs AZN
+51.7%
-7.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.4% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | -2.9% | -3.1% | +0.2% | -2.0% |
| 3M | -9.1% | -14.4% | +5.4% | -5.3% |
| 6M | +12.9% | -19.5% | +32.4% | +19.8% |
| YTD | +6.1% | -13.8% | +19.8% | +10.1% |
| 1Y | +22.5% | -2.4% | +24.9% | +22.3% |
| 3Y | +32.1% | +21.3% | +10.8% | +21.4% |
| 5Y | +43.7% | +53.6% | -9.9% | +29.6% |
| All | +43.7% | +51.7% | -7.9% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling