+1,525.7%
PFE vs AZN
+5,142.4%
-3,616.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +9.4% | +17.3% | -7.9% | +2.9% |
| 6M | +14.9% | -1.7% | +16.6% | +14.9% |
| YTD | +23.8% | +1.4% | +22.4% | +22.0% |
| 1Y | +19.5% | +5.2% | +14.4% | +16.2% |
| 3Y | +21.0% | +52.6% | -31.6% | +1.3% |
| 5Y | -23.9% | +72.9% | -96.7% | -39.9% |
| 10Y | +47.8% | +333.0% | -285.2% | -20.3% |
| All | +1,525.7% | +5,142.4% | -3,616.7% | +276.7% |
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