+503.0%
MA vs AZN
+223.4%
+279.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.7% | -1.6% | -0.2% | -1.3% |
| 30D | +1.7% | +1.1% | +0.6% | +1.3% |
| 3M | +17.2% | -12.1% | +29.3% | +21.3% |
| 6M | +13.3% | -17.1% | +30.5% | +19.2% |
| YTD | +0.2% | -12.0% | +12.2% | +3.0% |
| 1Y | -2.7% | -0.2% | -2.5% | -4.2% |
| 3Y | +39.1% | +26.8% | +12.3% | +24.8% |
| 5Y | +68.8% | +56.9% | +11.9% | +38.0% |
| All | +503.0% | +223.4% | +279.6% | +298.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling