+50.4%
RSP vs AZN
+54.9%
-4.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.5% |
| 30D | -3.4% | +0.6% | -4.0% | -3.6% |
| 3M | +3.6% | -10.8% | +14.4% | +5.9% |
| 6M | +9.0% | -18.1% | +27.1% | +13.5% |
| YTD | +12.2% | -12.3% | +24.5% | +14.7% |
| 1Y | +15.6% | -0.2% | +15.8% | +14.2% |
| 3Y | +51.6% | +23.4% | +28.3% | +40.2% |
| 5Y | +50.4% | +56.4% | -5.9% | +32.6% |
| All | +50.4% | +54.9% | -4.4% | +32.6% |
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 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