+746.4%
TEAM vs AZN
+220.5%
+525.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.3% |
| 7D | -4.7% | -2.9% | -1.8% | -3.9% |
| 30D | +17.0% | -3.1% | +20.1% | +18.0% |
| 3M | +85.9% | -14.4% | +100.3% | +92.9% |
| 6M | +116.7% | -19.5% | +136.1% | +127.4% |
| YTD | +9.6% | -13.8% | +23.4% | +11.9% |
| 1Y | -2.5% | -2.4% | -0.2% | -5.1% |
| 3Y | -14.0% | +21.3% | -35.2% | -24.0% |
| 5Y | -53.1% | +53.6% | -106.7% | -62.4% |
| 10Y | +502.9% | +220.1% | +282.8% | +266.3% |
| All | +746.4% | +220.5% | +525.9% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling