+21.3%
HPQ vs AZN
+18.4%
+2.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +6.1% |
| 7D | -7.8% | +11.5% | -19.3% | -6.9% |
| 30D | -4.9% | +20.8% | -25.6% | -3.7% |
| 3M | +4.9% | +21.5% | -16.6% | +6.2% |
| 6M | +47.1% | +3.0% | +44.0% | +46.9% |
| YTD | +39.5% | +3.9% | +35.6% | +37.6% |
| 1Y | +21.3% | +16.4% | +4.9% | +25.3% |
| All | +21.3% | +18.4% | +2.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling