+47.9%
MS vs AZN
+0.4%
+47.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | +0.7% | -1.0% | -0.2% |
| 3M | +0.3% | -10.5% | +10.8% | -0.1% |
| 6M | +31.3% | -19.3% | +50.6% | +30.0% |
| YTD | +24.7% | -10.6% | +35.2% | +23.9% |
| 1Y | +47.9% | +0.5% | +47.4% | +49.0% |
| All | +47.9% | +0.4% | +47.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling