+59.8%
ON vs AZN
+55.9%
+4.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.4% | -1.6% | +3.9% | +2.7% |
| 30D | -8.6% | +1.1% | -9.7% | -8.9% |
| 3M | -34.3% | -12.1% | -22.2% | -32.9% |
| 6M | +28.5% | -17.1% | +45.7% | +33.3% |
| YTD | +40.6% | -12.0% | +52.6% | +43.1% |
| 1Y | +55.3% | -0.2% | +55.5% | +51.7% |
| 3Y | -22.2% | +26.8% | -49.0% | -30.9% |
| All | +59.8% | +55.9% | +4.0% | +38.7% |
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