+1,518.4%
OXY vs AZN
+4,437.2%
-2,918.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +1.4% | -3.1% | +4.5% | +2.3% |
| 30D | +4.0% | +0.6% | +3.5% | +3.7% |
| 3M | +7.6% | -10.8% | +18.4% | +10.8% |
| 6M | +16.2% | -18.1% | +34.3% | +22.1% |
| YTD | +50.8% | -12.3% | +63.1% | +54.7% |
| 1Y | +34.7% | -0.2% | +34.9% | +32.2% |
| 3Y | -1.0% | +23.4% | -24.4% | -10.7% |
| 5Y | +163.2% | +56.4% | +106.8% | +115.7% |
| 10Y | +5.5% | +225.7% | -220.1% | -33.8% |
| All | +1,518.4% | +4,437.2% | -2,918.9% | +488.0% |
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