+32.1%
ORCL vs AZN
+25.4%
+6.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | +10.9% | -2.9% | +13.8% | +11.0% |
| 30D | +7.0% | -3.1% | +10.1% | +7.1% |
| 3M | -21.2% | -14.4% | -6.8% | -20.8% |
| 6M | +7.4% | -19.5% | +26.9% | +8.5% |
| YTD | -16.3% | -13.8% | -2.5% | -16.5% |
| 1Y | -32.3% | -2.4% | -29.9% | -34.0% |
| All | +32.1% | +25.4% | +6.7% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling