-14.3%
META vs AZN
-2.1%
-12.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +6.3% |
| 7D | +10.3% | -2.9% | +13.2% | +9.8% |
| 30D | +9.9% | -3.1% | +12.9% | +9.5% |
| 3M | +11.9% | -14.4% | +26.4% | +9.8% |
| 6M | +1.2% | -19.5% | +20.7% | -0.3% |
| YTD | -0.8% | -13.8% | +13.0% | -1.9% |
| 1Y | -14.3% | -2.4% | -12.0% | -12.9% |
| All | -14.3% | -2.1% | -12.2% | -12.9% |
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 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