+73.5%
MSFT vs AZN
+54.9%
+18.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | -3.5% | -3.1% | -0.4% | -3.1% |
| 30D | -2.1% | +0.6% | -2.6% | -2.2% |
| 3M | +24.2% | -10.8% | +35.0% | +25.8% |
| 6M | +21.9% | -18.1% | +40.0% | +25.0% |
| YTD | +2.5% | -12.3% | +14.7% | +3.6% |
| 1Y | -0.8% | -0.2% | -0.6% | -2.3% |
| 3Y | +50.8% | +23.4% | +27.4% | +39.6% |
| 5Y | +73.5% | +56.4% | +17.1% | +52.1% |
| All | +73.5% | +54.9% | +18.7% | +52.1% |
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