-0.7%
PFE vs AZN
+25.4%
-26.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | -4.3% | -2.9% | -1.4% | -3.2% |
| 30D | +2.7% | -3.1% | +5.8% | +3.9% |
| 3M | +10.0% | -14.4% | +24.4% | +16.3% |
| 6M | +7.2% | -19.5% | +26.7% | +16.0% |
| YTD | +17.3% | -13.8% | +31.1% | +23.0% |
| 1Y | +20.3% | -2.4% | +22.7% | +19.3% |
| All | -0.7% | +25.4% | -26.2% | -8.3% |
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 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