+35.6%
PFE vs AZN
+18.4%
+17.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.7% |
| 7D | +4.6% | +11.5% | -7.0% | +0.7% |
| 30D | +12.3% | +20.8% | -8.4% | +5.3% |
| 3M | +21.2% | +21.5% | -0.3% | +13.3% |
| 6M | +21.1% | +3.0% | +18.1% | +18.9% |
| YTD | +30.0% | +3.9% | +26.2% | +26.0% |
| 1Y | +35.6% | +16.4% | +19.2% | +24.3% |
| All | +35.6% | +18.4% | +17.2% | +24.3% |
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