+21,884.5%
LLY vs AZN
+4,524.2%
+17,360.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | -1.6% | +0.7% | -2.4% | -1.9% |
| 3M | +2.3% | -10.5% | +12.8% | +6.6% |
| 6M | +14.9% | -19.3% | +34.2% | +24.6% |
| YTD | +7.5% | -10.6% | +18.1% | +11.9% |
| 1Y | +55.7% | +0.5% | +55.2% | +54.9% |
| 3Y | +110.6% | +25.9% | +84.7% | +90.8% |
| 5Y | +363.4% | +52.4% | +311.0% | +285.4% |
| 10Y | +1,649.0% | +220.8% | +1,428.1% | +974.1% |
| All | +21,884.5% | +4,524.2% | +17,360.3% | +5,360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling