-21.0%
PFE vs AZN
+54.9%
-75.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -4.0% | -3.1% | -0.9% | -2.8% |
| 30D | +3.9% | +0.6% | +3.3% | +3.6% |
| 3M | +9.9% | -10.8% | +20.7% | +14.3% |
| 6M | +5.3% | -18.1% | +23.4% | +13.2% |
| YTD | +16.8% | -12.3% | +29.0% | +21.7% |
| 1Y | +20.4% | -0.2% | +20.6% | +18.9% |
| 3Y | -2.1% | +23.4% | -25.4% | -12.0% |
| 5Y | -21.0% | +56.4% | -77.3% | -35.9% |
| All | -21.0% | +54.9% | -75.8% | -35.9% |
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