+1.7%
OXY vs AZN
+28.0%
-26.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.8% | -1.6% | +4.4% | +2.9% |
| 30D | +5.5% | +1.1% | +4.4% | +5.3% |
| 3M | +11.3% | -12.1% | +23.4% | +12.2% |
| 6M | +11.6% | -17.1% | +28.7% | +12.8% |
| YTD | +51.6% | -12.0% | +63.5% | +51.7% |
| 1Y | +36.2% | -0.2% | +36.4% | +33.8% |
| 3Y | +1.7% | +26.8% | -25.1% | -6.8% |
| All | +1.7% | +28.0% | -26.3% | -6.8% |
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 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