+52.4%
RSP vs AZN
+25.4%
+27.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | -2.5% | -3.1% | +0.5% | -2.0% |
| 3M | +3.0% | -14.4% | +17.4% | +5.7% |
| 6M | +8.9% | -19.5% | +28.4% | +13.1% |
| YTD | +13.0% | -13.8% | +26.7% | +15.4% |
| 1Y | +16.2% | -2.4% | +18.6% | +15.5% |
| All | +52.4% | +25.4% | +27.0% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling