+74.5%
META vs AZN
+51.7%
+22.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +6.9% |
| 7D | +10.3% | -2.9% | +13.2% | +10.8% |
| 30D | +9.9% | -3.1% | +12.9% | +10.4% |
| 3M | +11.9% | -14.4% | +26.4% | +14.3% |
| 6M | +1.2% | -19.5% | +20.7% | +4.7% |
| YTD | -0.8% | -13.8% | +13.0% | +0.8% |
| 1Y | -14.3% | -2.4% | -12.0% | -15.6% |
| 3Y | +121.4% | +21.3% | +100.1% | +99.0% |
| 5Y | +74.5% | +53.6% | +20.8% | +41.2% |
| All | +74.5% | +51.7% | +22.8% | +41.2% |
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