+145.0%
TRV vs AZN
+28.0%
+117.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +1.7% | +1.1% | +0.7% | +1.5% |
| 3M | +23.9% | -12.1% | +36.0% | +26.4% |
| 6M | +26.3% | -17.1% | +43.4% | +30.0% |
| YTD | +30.8% | -12.0% | +42.8% | +33.1% |
| 1Y | +36.3% | -0.2% | +36.5% | +35.8% |
| 3Y | +145.0% | +26.8% | +118.2% | +133.5% |
| All | +145.0% | +28.0% | +117.0% | +133.5% |
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