+390.7%
LLY vs AZN
+54.9%
+335.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | -3.2% | -3.1% | 0.0% | -1.7% |
| 30D | -7.4% | +0.6% | -8.0% | -7.7% |
| 3M | -1.0% | -10.8% | +9.8% | +4.3% |
| 6M | +12.5% | -18.1% | +30.6% | +23.4% |
| YTD | +5.0% | -12.3% | +17.3% | +11.2% |
| 1Y | +49.8% | -0.2% | +50.0% | +49.0% |
| 3Y | +95.5% | +23.4% | +72.1% | +76.5% |
| 5Y | +390.7% | +56.4% | +334.3% | +289.7% |
| All | +390.7% | +54.9% | +335.8% | +289.7% |
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