-23.8%
PFE vs AZN
+69.6%
-93.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +0.3% | +13.8% | -13.5% | -4.8% |
| 3M | +9.4% | +17.3% | -7.9% | +2.4% |
| 6M | +14.9% | -1.7% | +16.6% | +14.9% |
| YTD | +23.8% | +1.4% | +22.4% | +21.7% |
| 1Y | +19.5% | +5.2% | +14.4% | +15.7% |
| 3Y | +21.0% | +52.6% | -31.6% | -0.8% |
| All | -23.8% | +69.6% | -93.4% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling