+1,477.9%
PFE vs AZN
+4,524.2%
-3,046.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.8% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +10.2% | +0.7% | +9.5% | +9.9% |
| 3M | +12.7% | -10.5% | +23.2% | +16.9% |
| 6M | +10.5% | -19.3% | +29.8% | +19.0% |
| YTD | +20.2% | -10.6% | +30.7% | +24.2% |
| 1Y | +24.1% | +0.5% | +23.6% | +22.8% |
| 3Y | -3.6% | +25.9% | -29.4% | -13.3% |
| 5Y | -20.9% | +52.4% | -73.3% | -34.6% |
| 10Y | +35.8% | +220.8% | -185.0% | -18.1% |
| All | +1,477.9% | +4,524.2% | -3,046.3% | +283.7% |
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