+15,819.0%
MA vs AZN
+647.6%
+15,171.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | +9.6% | +13.8% | -4.2% | +4.0% |
| 3M | +16.8% | +17.3% | -0.5% | +9.3% |
| 6M | +35.2% | -1.7% | +36.9% | +34.9% |
| YTD | +16.6% | +1.4% | +15.2% | +14.0% |
| 1Y | +19.8% | +5.2% | +14.6% | +15.3% |
| 3Y | +70.7% | +52.6% | +18.1% | +37.6% |
| 5Y | +87.4% | +72.9% | +14.5% | +40.1% |
| 10Y | +570.0% | +333.0% | +237.0% | +209.2% |
| All | +15,819.0% | +647.6% | +15,171.4% | +4,877.3% |
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 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