+22.5%
MA vs AZN
+18.4%
+4.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.2% | +3.6% |
| 7D | +10.2% | +11.5% | -1.3% | +8.7% |
| 30D | +19.3% | +20.8% | -1.4% | +16.7% |
| 3M | +18.0% | +21.5% | -3.5% | +15.3% |
| 6M | +33.7% | +3.0% | +30.7% | +32.8% |
| YTD | +18.6% | +3.9% | +14.7% | +16.8% |
| 1Y | +22.5% | +16.4% | +6.1% | +17.6% |
| All | +22.5% | +18.4% | +4.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling