-27.8%
FIG vs AZN
-17.5%
-10.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -3.5% |
| 7D | -14.5% | -2.9% | -11.6% | -14.8% |
| 30D | -13.3% | -3.1% | -10.2% | -13.8% |
| 3M | +7.4% | -14.4% | +21.9% | +4.4% |
| 6M | -27.8% | -19.5% | -8.3% | -35.1% |
| All | -27.8% | -17.5% | -10.2% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling