+103.2%
INTC vs AZN
+55.9%
+47.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +7.5% | -1.6% | +9.0% | +7.7% |
| 30D | +2.0% | +1.1% | +0.9% | +1.5% |
| 3M | -12.0% | -12.1% | +0.1% | -10.0% |
| 6M | +114.5% | -17.1% | +131.7% | +122.7% |
| YTD | +179.0% | -12.0% | +190.9% | +183.3% |
| 1Y | +318.3% | -0.2% | +318.5% | +306.0% |
| 3Y | +171.2% | +26.8% | +144.4% | +141.6% |
| All | +103.2% | +55.9% | +47.4% | +78.6% |
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