+3,470.6%
FISV vs AZN
+4,437.2%
-966.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -7.2% | -3.1% | -4.1% | -6.3% |
| 30D | -7.2% | +0.6% | -7.7% | -7.4% |
| 3M | -8.2% | -10.8% | +2.6% | -5.2% |
| 6M | -17.7% | -18.1% | +0.4% | -12.9% |
| YTD | -27.2% | -12.3% | -14.9% | -24.7% |
| 1Y | -63.0% | -0.2% | -62.8% | -63.4% |
| 3Y | -59.8% | +23.4% | -83.1% | -63.5% |
| 5Y | -55.8% | +56.4% | -112.2% | -63.5% |
| 10Y | -2.4% | +225.7% | -228.1% | -38.1% |
| All | +3,470.6% | +4,437.2% | -966.7% | +1,327.7% |
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