+82.4%
ORCL vs AZN
+54.9%
+27.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.6% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | +5.1% | +0.6% | +4.6% | +5.0% |
| 3M | -23.7% | -10.8% | -12.9% | -22.9% |
| 6M | +3.1% | -18.1% | +21.2% | +5.6% |
| YTD | -20.8% | -12.3% | -8.5% | -20.2% |
| 1Y | -52.9% | -0.2% | -52.7% | -53.9% |
| 3Y | +25.4% | +23.4% | +2.1% | +15.7% |
| 5Y | +82.4% | +56.4% | +26.1% | +63.6% |
| All | +82.4% | +54.9% | +27.6% | +63.6% |
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