+67.6%
MA vs AZN
+54.9%
+12.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -3.5% | -3.1% | -0.4% | -2.7% |
| 30D | +0.7% | +0.6% | +0.1% | +0.5% |
| 3M | +15.8% | -10.8% | +26.6% | +18.6% |
| 6M | +10.2% | -18.1% | +28.3% | +15.2% |
| YTD | -0.5% | -12.3% | +11.8% | +1.8% |
| 1Y | -1.8% | -0.2% | -1.6% | -3.2% |
| 3Y | +38.7% | +23.4% | +15.4% | +27.1% |
| 5Y | +67.6% | +56.4% | +11.3% | +41.9% |
| All | +67.6% | +54.9% | +12.8% | +41.9% |
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