+396.0%
HPE vs AZN
+55.9%
+340.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.4% |
| 7D | +19.4% | -1.6% | +21.0% | +19.7% |
| 30D | +5.6% | +1.1% | +4.6% | +5.3% |
| 3M | +33.1% | -12.1% | +45.2% | +35.2% |
| 6M | +192.5% | -17.1% | +209.6% | +200.6% |
| YTD | +160.9% | -12.0% | +172.9% | +162.9% |
| 1Y | +155.0% | -0.2% | +155.2% | +147.1% |
| 3Y | +289.4% | +26.8% | +262.6% | +245.1% |
| All | +396.0% | +55.9% | +340.1% | +343.4% |
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