+317.5%
TMUS vs AZN
+223.4%
+94.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +3.5% | +1.1% | +2.5% | +3.2% |
| 3M | -1.3% | -12.1% | +10.8% | +1.3% |
| 6M | -13.6% | -17.1% | +3.5% | -10.2% |
| YTD | -8.8% | -12.0% | +3.2% | -6.8% |
| 1Y | -22.9% | -0.2% | -22.6% | -24.0% |
| 3Y | +36.7% | +26.8% | +9.9% | +24.6% |
| 5Y | +46.6% | +56.9% | -10.3% | +24.1% |
| All | +317.5% | +223.4% | +94.1% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling