-58.5%
FIG vs AZN
+0.1%
-58.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | -3.8% | -1.6% | -2.3% | -3.8% |
| 30D | -2.3% | +1.1% | -3.4% | -2.3% |
| 3M | +20.0% | -12.1% | +32.1% | +19.7% |
| 6M | -16.7% | -17.1% | +0.5% | -17.1% |
| YTD | -37.9% | -12.0% | -25.9% | -39.2% |
| 1Y | -58.5% | -0.2% | -58.3% | -59.5% |
| All | -58.5% | +0.1% | -58.7% | -59.5% |
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 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