+1,301.2%
FERG vs AZN
+537.5%
+763.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -1.0% | -3.1% | +2.1% | -0.6% |
| 30D | -11.8% | +0.6% | -12.4% | -11.9% |
| 3M | -1.2% | -10.8% | +9.6% | 0.0% |
| 6M | -2.3% | -18.1% | +15.8% | 0.0% |
| YTD | +0.8% | -12.3% | +13.1% | +2.2% |
| 1Y | +0.5% | -0.2% | +0.7% | +0.2% |
| 3Y | +51.4% | +23.4% | +28.0% | +46.6% |
| 5Y | +67.5% | +56.4% | +11.1% | +58.7% |
| 10Y | +348.1% | +225.7% | +122.5% | +310.5% |
| All | +1,301.2% | +537.5% | +763.8% | +1,048.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling