+116.3%
IBM vs AZN
+54.9%
+61.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | -0.3% | -3.1% | +2.8% | +0.2% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | -13.5% | -10.8% | -2.7% | -11.9% |
| 6M | -5.1% | -18.1% | +13.0% | -2.3% |
| YTD | -19.4% | -12.3% | -7.1% | -18.1% |
| 1Y | -6.5% | -0.2% | -6.3% | -6.9% |
| 3Y | +73.8% | +23.4% | +50.5% | +66.9% |
| 5Y | +116.3% | +56.4% | +59.9% | +101.8% |
| All | +116.3% | +54.9% | +61.5% | +101.8% |
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