+196.2%
ON vs AZN
+843.2%
-647.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.8% |
| 7D | -2.2% | -1.5% | -0.7% | -1.6% |
| 30D | -12.4% | -0.9% | -11.6% | -12.3% |
| 3M | -41.2% | -11.8% | -29.4% | -39.1% |
| 6M | +25.0% | -17.6% | +42.6% | +32.5% |
| YTD | +31.3% | -12.0% | +43.3% | +35.4% |
| 1Y | +45.4% | -0.9% | +46.3% | +41.8% |
| 3Y | -27.4% | +23.7% | -51.1% | -36.9% |
| 5Y | +58.5% | +54.5% | +3.9% | +22.8% |
| 10Y | +561.8% | +218.2% | +343.7% | +263.2% |
| All | +196.2% | +843.2% | -647.0% | +4.4% |
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 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