+135.3%
PM vs AZN
+55.9%
+79.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +4.7% | -1.6% | +6.2% | +5.0% |
| 30D | +2.6% | +1.1% | +1.6% | +2.3% |
| 3M | +6.6% | -12.1% | +18.7% | +9.5% |
| 6M | +16.5% | -17.1% | +33.6% | +21.1% |
| YTD | +21.2% | -12.0% | +33.2% | +24.3% |
| 1Y | +17.9% | -0.2% | +18.1% | +17.7% |
| 3Y | +129.8% | +26.8% | +103.1% | +114.9% |
| All | +135.3% | +55.9% | +79.4% | +104.9% |
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