+70.3%
T vs AZN
+223.4%
-153.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.5% | -1.6% | +3.0% | +1.8% |
| 30D | +7.5% | +1.1% | +6.4% | +7.2% |
| 3M | +14.8% | -12.1% | +27.0% | +17.6% |
| 6M | -1.7% | -17.1% | +15.4% | +1.7% |
| YTD | +8.7% | -12.0% | +20.7% | +10.8% |
| 1Y | -7.5% | -0.2% | -7.2% | -8.5% |
| 3Y | +110.2% | +26.8% | +83.5% | +94.7% |
| 5Y | +71.6% | +56.9% | +14.8% | +49.9% |
| All | +70.3% | +223.4% | -153.2% | +38.5% |
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