+77.4%
IBM vs AZN
+25.4%
+51.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.7% |
| 7D | +3.6% | -2.9% | +6.5% | +4.1% |
| 30D | +1.5% | -3.1% | +4.6% | +2.0% |
| 3M | -12.9% | -14.4% | +1.5% | -10.9% |
| 6M | -3.9% | -19.5% | +15.6% | -0.9% |
| YTD | -17.3% | -13.8% | -3.6% | -15.9% |
| 1Y | -5.0% | -2.4% | -2.6% | -4.9% |
| All | +77.4% | +25.4% | +51.9% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling