+165.8%
RTX vs AZN
+54.9%
+110.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -2.0% | -3.1% | +1.1% | -1.2% |
| 30D | -11.2% | +0.6% | -11.8% | -11.4% |
| 3M | +12.0% | -10.8% | +22.8% | +14.9% |
| 6M | -3.6% | -18.1% | +14.6% | +1.0% |
| YTD | +9.2% | -12.3% | +21.5% | +12.3% |
| 1Y | +29.7% | -0.2% | +29.9% | +29.0% |
| 3Y | +152.0% | +23.4% | +128.6% | +133.9% |
| 5Y | +165.8% | +56.4% | +109.4% | +132.7% |
| All | +165.8% | +54.9% | +110.9% | +132.7% |
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