-52.3%
TEAM vs AZN
+55.9%
-108.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -5.2% | -1.6% | -3.7% | -4.9% |
| 30D | +15.8% | +1.1% | +14.7% | +15.5% |
| 3M | +101.5% | -12.1% | +113.6% | +105.5% |
| 6M | +138.2% | -17.1% | +155.3% | +144.8% |
| YTD | +10.8% | -12.0% | +22.8% | +11.3% |
| 1Y | +1.7% | -0.2% | +1.9% | -2.3% |
| 3Y | -16.0% | +26.8% | -42.8% | -28.8% |
| All | -52.3% | +55.9% | -108.2% | -63.8% |
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