+106.1%
T vs AZN
+27.6%
+78.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -2.4% | -3.1% | +0.7% | -2.1% |
| 30D | +4.3% | +0.6% | +3.7% | +4.2% |
| 3M | +11.6% | -10.8% | +22.4% | +13.0% |
| 6M | -5.6% | -18.1% | +12.5% | -3.2% |
| YTD | +6.6% | -12.3% | +18.8% | +8.0% |
| 1Y | -8.4% | -0.2% | -8.2% | -9.2% |
| All | +106.1% | +27.6% | +78.5% | +89.5% |
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 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