+31.5%
OXY vs AZN
+0.4%
+31.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -1.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | +0.7% | +10.8% | +11.6% |
| 3M | +2.8% | -10.5% | +13.3% | +2.4% |
| 6M | +13.0% | -19.3% | +32.3% | +12.8% |
| YTD | +47.4% | -10.6% | +58.0% | +45.0% |
| 1Y | +31.5% | +0.5% | +31.0% | +26.8% |
| All | +31.5% | +0.4% | +31.1% | +26.8% |
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