+31.3%
NFLX vs AZN
+55.9%
-24.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | +4.3% | +1.1% | +3.2% | +4.1% |
| 3M | -4.8% | -12.1% | +7.4% | -2.3% |
| 6M | -18.4% | -17.1% | -1.3% | -15.5% |
| YTD | -17.4% | -12.0% | -5.5% | -15.7% |
| 1Y | -35.7% | -0.2% | -35.5% | -36.4% |
| 3Y | +73.8% | +26.8% | +47.0% | +57.6% |
| All | +31.3% | +55.9% | -24.5% | +12.4% |
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