+102.7%
MO vs AZN
+55.9%
+46.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +7.1% | +1.1% | +6.1% | +6.9% |
| 3M | -2.0% | -12.1% | +10.2% | -0.2% |
| 6M | +7.3% | -17.1% | +24.4% | +10.0% |
| YTD | +23.5% | -12.0% | +35.4% | +25.4% |
| 1Y | +11.0% | -0.2% | +11.2% | +10.8% |
| 3Y | +95.0% | +26.8% | +68.2% | +87.0% |
| All | +102.7% | +55.9% | +46.9% | +87.0% |
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