+97.2%
TJX vs AZN
+55.9%
+41.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -17.2% | +1.1% | -18.2% | -17.3% |
| 3M | -24.9% | -12.1% | -12.8% | -23.3% |
| 6M | -19.7% | -17.1% | -2.5% | -17.1% |
| YTD | -17.2% | -12.0% | -5.2% | -15.7% |
| 1Y | -9.4% | -0.2% | -9.2% | -10.0% |
| 3Y | +43.1% | +26.8% | +16.3% | +34.2% |
| All | +97.2% | +55.9% | +41.3% | +79.0% |
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