-41.5%
INTU vs AZN
+25.4%
-66.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.4% |
| 7D | -8.5% | -2.9% | -5.6% | -8.3% |
| 30D | -6.1% | -3.1% | -3.1% | -6.0% |
| 3M | +7.3% | -14.4% | +21.8% | +8.2% |
| 6M | -33.2% | -19.5% | -13.7% | -32.5% |
| YTD | -52.2% | -13.8% | -38.4% | -52.3% |
| 1Y | -52.7% | -2.4% | -50.3% | -53.8% |
| All | -41.5% | +25.4% | -66.9% | -46.3% |
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