+21.4%
TMUS vs AZN
+53.8%
-32.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.9% | -1.1% | +6.0% | +5.0% |
| 30D | +7.7% | +13.8% | -6.1% | +6.4% |
| 3M | -6.8% | +17.3% | -24.1% | -8.2% |
| 6M | -9.7% | -1.7% | -7.9% | -9.6% |
| YTD | -15.0% | +1.4% | -16.3% | -15.3% |
| 1Y | -19.1% | +5.2% | -24.3% | -19.9% |
| 3Y | +21.4% | +52.6% | -31.2% | +16.7% |
| All | +21.4% | +53.8% | -32.4% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling