-51.7%
FIG vs AZN
+18.4%
-70.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +5.1% |
| 7D | -4.7% | +11.5% | -16.2% | -4.8% |
| 30D | +0.5% | +20.8% | -20.2% | +0.3% |
| 3M | -18.4% | +21.5% | -39.9% | -18.5% |
| 6M | +10.9% | +3.0% | +7.8% | +9.9% |
| YTD | -40.8% | +3.9% | -44.7% | -43.5% |
| 1Y | -51.7% | +16.4% | -68.1% | -57.6% |
| All | -51.7% | +18.4% | -70.1% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling