-19.7%
TSCO vs AZN
+28.0%
-47.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -5.7% | -1.6% | -4.1% | -5.4% |
| 30D | -8.8% | +1.1% | -9.8% | -9.0% |
| 3M | +6.3% | -12.1% | +18.5% | +9.0% |
| 6M | -32.3% | -17.1% | -15.1% | -29.5% |
| YTD | -32.7% | -12.0% | -20.7% | -31.1% |
| 1Y | -43.7% | -0.2% | -43.5% | -43.9% |
| 3Y | -19.7% | +26.8% | -46.4% | -27.1% |
| All | -19.7% | +28.0% | -47.7% | -27.1% |
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