+42.7%
ORCL vs AZN
+69.6%
-27.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -1.1% | +9.0% | +8.1% |
| 30D | -4.0% | +13.8% | -17.8% | -5.4% |
| 3M | -19.5% | +17.3% | -36.8% | -21.0% |
| 6M | -33.5% | -1.7% | -31.7% | -33.3% |
| YTD | -34.8% | +1.4% | -36.2% | -35.5% |
| 1Y | -41.6% | +5.2% | -46.8% | -42.6% |
| 3Y | +13.8% | +52.6% | -38.9% | +1.0% |
| All | +42.7% | +69.6% | -27.0% | +16.5% |
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