+140.8%
LLY vs AZN
+53.8%
+87.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +6.7% | -1.1% | +7.8% | +7.4% |
| 30D | +19.6% | +13.8% | +5.7% | +11.1% |
| 3M | +19.7% | +17.3% | +2.4% | +9.4% |
| 6M | +42.7% | -1.7% | +44.5% | +42.8% |
| YTD | +35.1% | +1.4% | +33.8% | +32.5% |
| 1Y | +42.2% | +5.2% | +37.0% | +36.6% |
| 3Y | +140.8% | +52.6% | +88.1% | +101.4% |
| All | +140.8% | +53.8% | +87.0% | +101.4% |
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 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