+102.0%
META vs AZN
+53.0%
+49.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.2% |
| 7D | +5.7% | +1.5% | +4.2% | +5.8% |
| 30D | -10.8% | +19.0% | -29.7% | -9.5% |
| 3M | +8.4% | +17.3% | -8.9% | +9.9% |
| 6M | +5.4% | +3.6% | +1.8% | +6.2% |
| YTD | -2.6% | +4.1% | -6.7% | -1.6% |
| 1Y | +3.5% | +13.1% | -9.6% | +4.9% |
| 3Y | +102.0% | +55.8% | +46.2% | +115.1% |
| All | +102.0% | +53.0% | +49.0% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling