+163.4%
JPM vs AZN
+28.0%
+135.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -2.5% | +1.1% | -3.5% | -2.6% |
| 3M | +14.1% | -12.1% | +26.3% | +15.4% |
| 6M | +25.1% | -17.1% | +42.2% | +27.3% |
| YTD | +12.1% | -12.0% | +24.1% | +13.2% |
| 1Y | +18.8% | -0.2% | +19.0% | +18.4% |
| 3Y | +163.4% | +26.8% | +136.6% | +149.5% |
| All | +163.4% | +28.0% | +135.4% | +149.5% |
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