-80.3%
FIG vs AZN
+9.2%
-89.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -5.7% |
| 7D | -16.4% | -1.5% | -14.9% | -16.4% |
| 30D | -2.3% | -0.9% | -1.5% | -2.4% |
| 3M | +7.8% | -11.8% | +19.7% | +7.5% |
| 6M | -21.8% | -17.6% | -4.2% | -22.3% |
| YTD | -39.1% | -12.0% | -27.1% | -40.5% |
| 1Y | -56.6% | -0.9% | -55.8% | -57.4% |
| All | -80.3% | +9.2% | -89.5% | -78.9% |
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