-68.1%
RGTI vs AZN
+18.4%
-86.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.7% |
| 7D | -9.6% | +11.5% | -21.1% | -7.4% |
| 30D | -26.0% | +20.8% | -46.8% | -23.2% |
| 3M | -35.8% | +21.5% | -57.2% | -32.8% |
| 6M | -36.7% | +3.0% | -39.7% | -35.1% |
| YTD | -49.4% | +3.9% | -53.3% | -47.5% |
| 1Y | -68.1% | +16.4% | -84.5% | -67.4% |
| All | -68.1% | +18.4% | -86.5% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling