+4,209.5%
IBM vs AZN
+4,437.2%
-227.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | -13.5% | -10.8% | -2.7% | -11.1% |
| 6M | -5.1% | -18.1% | +13.0% | -0.7% |
| YTD | -19.4% | -12.3% | -7.1% | -17.3% |
| 1Y | -6.5% | -0.2% | -6.3% | -7.2% |
| 3Y | +73.8% | +23.4% | +50.5% | +61.8% |
| 5Y | +116.3% | +56.4% | +59.9% | +86.9% |
| 10Y | +138.4% | +225.7% | -87.2% | +67.3% |
| All | +4,209.5% | +4,437.2% | -227.7% | +1,708.7% |
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