+84.2%
JNJ vs AZN
+55.9%
+28.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | -1.6% | -2.0% | -3.1% |
| 30D | +2.3% | +1.1% | +1.3% | +2.0% |
| 3M | +12.0% | -12.1% | +24.1% | +15.6% |
| 6M | +10.5% | -17.1% | +27.6% | +15.6% |
| YTD | +30.4% | -12.0% | +42.4% | +34.3% |
| 1Y | +52.1% | -0.2% | +52.4% | +51.8% |
| 3Y | +77.8% | +26.8% | +51.0% | +66.1% |
| All | +84.2% | +55.9% | +28.3% | +62.7% |
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 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