+46.5%
PYPL vs AZN
+243.9%
-197.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +1.7% | -1.5% | +3.2% | +2.3% |
| 30D | -9.7% | -0.9% | -8.9% | -9.4% |
| 3M | +29.2% | -11.8% | +41.1% | +34.7% |
| 6M | +13.9% | -17.6% | +31.5% | +21.4% |
| YTD | -8.1% | -12.0% | +3.9% | -4.5% |
| 1Y | -21.4% | -0.9% | -20.5% | -22.3% |
| 3Y | -11.8% | +23.7% | -35.5% | -21.5% |
| 5Y | -81.1% | +54.5% | -135.7% | -84.9% |
| 10Y | +36.9% | +218.2% | -181.2% | -16.9% |
| All | +46.5% | +243.9% | -197.4% | -17.0% |
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