+50,756.3%
ORLY vs AZN
+4,452.3%
+46,304.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -6.8% | +1.1% | -7.8% | -7.0% |
| 3M | -4.8% | -12.1% | +7.4% | -2.1% |
| 6M | -9.1% | -17.1% | +8.1% | -5.3% |
| YTD | -5.9% | -12.0% | +6.1% | -3.6% |
| 1Y | -20.4% | -0.2% | -20.2% | -21.1% |
| 3Y | +36.6% | +26.8% | +9.8% | +26.3% |
| 5Y | +117.3% | +56.9% | +60.4% | +88.6% |
| 10Y | +362.7% | +226.7% | +136.0% | +229.8% |
| All | +50,756.3% | +4,452.3% | +46,304.0% | +27,688.2% |
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