+1,527.5%
META vs AZN
+530.2%
+997.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | +0.7% | +4.0% | +4.5% |
| 3M | -1.6% | -10.5% | +8.9% | +0.5% |
| 6M | -7.5% | -19.3% | +11.8% | -2.5% |
| YTD | -6.4% | -10.6% | +4.2% | -4.7% |
| 1Y | -17.3% | +0.5% | -17.9% | -19.2% |
| 3Y | +109.9% | +25.9% | +84.1% | +86.2% |
| 5Y | +65.4% | +52.4% | +13.0% | +35.8% |
| 10Y | +391.8% | +220.8% | +171.0% | +212.8% |
| All | +1,527.5% | +530.2% | +997.3% | +757.4% |
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