+1,909.7%
HPQ vs AZN
+4,452.3%
-2,542.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.3% |
| 7D | +9.8% | -1.6% | +11.3% | +10.3% |
| 30D | +22.4% | +1.1% | +21.3% | +21.9% |
| 3M | +45.2% | -12.1% | +57.3% | +50.0% |
| 6M | +96.4% | -17.1% | +113.6% | +105.8% |
| YTD | +65.4% | -12.0% | +77.4% | +69.8% |
| 1Y | +31.6% | -0.2% | +31.8% | +29.4% |
| 3Y | +37.0% | +26.8% | +10.3% | +23.6% |
| 5Y | +53.0% | +56.9% | -3.9% | +27.2% |
| 10Y | +257.2% | +226.7% | +30.5% | +128.9% |
| All | +1,909.7% | +4,452.3% | -2,542.6% | +601.5% |
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