+205.8%
RSP vs AZN
+223.4%
-17.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -2.8% | +1.1% | -3.9% | -3.1% |
| 3M | +2.8% | -12.1% | +15.0% | +5.9% |
| 6M | +10.2% | -17.1% | +27.3% | +15.1% |
| YTD | +13.1% | -12.0% | +25.1% | +15.9% |
| 1Y | +14.8% | -0.2% | +15.0% | +13.3% |
| 3Y | +52.6% | +26.8% | +25.8% | +39.1% |
| 5Y | +51.6% | +56.9% | -5.3% | +27.9% |
| All | +205.8% | +223.4% | -17.6% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling