+64.0%
LIN vs AZN
+56.4%
+7.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | +0.7% | -3.2% | -2.7% |
| 3M | -5.6% | -10.5% | +4.9% | -3.1% |
| 6M | -3.4% | -19.3% | +15.9% | +2.0% |
| YTD | +13.1% | -10.6% | +23.7% | +15.5% |
| 1Y | +2.5% | +0.5% | +2.0% | +0.5% |
| 3Y | +27.6% | +25.9% | +1.7% | +14.3% |
| All | +64.0% | +56.4% | +7.6% | +34.4% |
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