+4,247.6%
TMO vs AZN
+4,452.3%
-204.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | -1.6% | +0.9% | -0.2% |
| 30D | +1.1% | +1.1% | +0.1% | +0.8% |
| 3M | +28.3% | -12.1% | +40.5% | +33.1% |
| 6M | +23.3% | -17.1% | +40.4% | +30.1% |
| YTD | +5.5% | -12.0% | +17.4% | +8.8% |
| 1Y | +24.5% | -0.2% | +24.8% | +23.4% |
| 3Y | +19.6% | +26.8% | -7.2% | +9.2% |
| 5Y | +8.1% | +56.9% | -48.8% | -8.6% |
| 10Y | +336.7% | +226.7% | +110.0% | +188.2% |
| All | +4,247.6% | +4,452.3% | -204.7% | +1,537.4% |
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