-28.0%
ORCL vs AZN
+0.4%
-28.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +2.9% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | +10.0% | +0.7% | +9.2% | +10.1% |
| 3M | -32.6% | -10.5% | -22.1% | -33.5% |
| 6M | +4.9% | -19.3% | +24.2% | +3.6% |
| YTD | -17.8% | -10.6% | -7.2% | -20.2% |
| 1Y | -28.0% | +0.5% | -28.5% | -30.7% |
| All | -28.0% | +0.4% | -28.4% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling