+1.5%
HON vs AZN
+55.9%
-54.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.5% | -1.6% | -1.9% | -3.1% |
| 30D | -13.8% | +1.1% | -14.8% | -14.0% |
| 3M | -11.7% | -12.1% | +0.5% | -9.3% |
| 6M | -18.7% | -17.1% | -1.6% | -15.3% |
| YTD | +0.2% | -12.0% | +12.2% | +2.8% |
| 1Y | -3.1% | -0.2% | -2.8% | -3.7% |
| 3Y | +17.0% | +26.8% | -9.8% | +8.6% |
| All | +1.5% | +55.9% | -54.4% | -10.3% |
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