-53.1%
FISV vs AZN
+55.9%
-109.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | 0.0% | +1.1% | -1.0% | -0.2% |
| 3M | -2.8% | -12.1% | +9.3% | -0.3% |
| 6M | -11.8% | -17.1% | +5.3% | -8.5% |
| YTD | -23.2% | -12.0% | -11.2% | -21.4% |
| 1Y | -62.0% | -0.2% | -61.8% | -62.2% |
| 3Y | -57.6% | +26.8% | -84.4% | -60.7% |
| All | -53.1% | +55.9% | -109.0% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling