+216.4%
TER vs AZN
+55.9%
+160.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +6.4% | -1.6% | +7.9% | +6.7% |
| 30D | -5.7% | +1.1% | -6.7% | -6.2% |
| 3M | -0.4% | -12.1% | +11.7% | +2.2% |
| 6M | +25.8% | -17.1% | +43.0% | +32.0% |
| YTD | +96.4% | -12.0% | +108.4% | +101.0% |
| 1Y | +229.2% | -0.2% | +229.4% | +221.1% |
| 3Y | +288.1% | +26.8% | +261.3% | +249.0% |
| All | +216.4% | +55.9% | +160.5% | +189.9% |
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