-2.9%
IBM vs AZN
+0.1%
-3.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.9% |
| 7D | +3.6% | -1.6% | +5.1% | +3.9% |
| 30D | +3.1% | +1.1% | +2.0% | +2.9% |
| 3M | -10.8% | -12.1% | +1.3% | -9.0% |
| 6M | -0.8% | -17.1% | +16.3% | +1.8% |
| YTD | -16.2% | -12.0% | -4.2% | -15.4% |
| 1Y | -2.9% | -0.2% | -2.7% | -3.2% |
| All | -2.9% | +0.1% | -3.0% | -3.2% |
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