+30,091.3%
MSFT vs AZN
+4,448.6%
+25,642.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | -1.0% | -0.9% | -0.2% | -0.8% |
| 3M | +20.2% | -11.8% | +32.0% | +23.9% |
| 6M | +21.3% | -17.6% | +38.9% | +27.1% |
| YTD | +2.8% | -12.0% | +14.8% | +5.3% |
| 1Y | 0.0% | -0.9% | +0.8% | -1.6% |
| 3Y | +51.2% | +23.7% | +27.6% | +36.8% |
| 5Y | +71.4% | +54.5% | +16.9% | +42.7% |
| 10Y | +868.6% | +218.2% | +650.4% | +536.9% |
| All | +30,091.3% | +4,448.6% | +25,642.7% | +9,629.6% |
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