+27,544.2%
LLY vs AZN
+5,142.4%
+22,401.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +6.7% | -1.1% | +7.8% | +7.2% |
| 30D | +19.6% | +13.8% | +5.7% | +13.7% |
| 3M | +19.7% | +17.3% | +2.4% | +12.5% |
| 6M | +42.7% | -1.7% | +44.5% | +43.4% |
| YTD | +35.1% | +1.4% | +33.8% | +33.9% |
| 1Y | +42.2% | +5.2% | +37.0% | +38.9% |
| 3Y | +140.8% | +52.6% | +88.1% | +102.8% |
| 5Y | +480.6% | +72.9% | +407.7% | +360.3% |
| 10Y | +2,061.9% | +333.0% | +1,728.8% | +1,087.4% |
| All | +27,544.2% | +5,142.4% | +22,401.9% | +6,438.0% |
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