+13,910.9%
INTU vs AZN
+4,360.5%
+9,550.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.0% |
| 7D | -8.5% | -2.9% | -5.6% | -7.6% |
| 30D | -6.1% | -3.1% | -3.1% | -5.2% |
| 3M | +7.3% | -14.4% | +21.8% | +12.3% |
| 6M | -33.2% | -19.5% | -13.7% | -29.3% |
| YTD | -52.2% | -13.8% | -38.4% | -50.7% |
| 1Y | -52.7% | -2.4% | -50.3% | -53.3% |
| 3Y | -41.6% | +21.3% | -62.9% | -47.3% |
| 5Y | -42.6% | +53.6% | -96.3% | -52.6% |
| 10Y | +211.0% | +220.1% | -9.1% | +98.5% |
| All | +13,910.9% | +4,360.5% | +9,550.3% | +4,712.7% |
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