+45.4%
MRK vs AZN
+28.0%
+17.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -4.3% | -1.6% | -2.7% | -3.5% |
| 30D | +8.3% | +1.1% | +7.2% | +7.9% |
| 3M | +20.0% | -12.1% | +32.2% | +27.8% |
| 6M | +25.7% | -17.1% | +42.8% | +37.5% |
| YTD | +38.7% | -12.0% | +50.7% | +46.9% |
| 1Y | +74.7% | -0.2% | +74.9% | +73.3% |
| 3Y | +45.4% | +26.8% | +18.6% | +30.8% |
| All | +45.4% | +28.0% | +17.4% | +30.8% |
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