+1,779.8%
TSM vs AZN
+223.4%
+1,556.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +1.0% | +1.1% | -0.1% | +0.6% |
| 3M | +2.9% | -12.1% | +15.0% | +5.9% |
| 6M | +22.8% | -17.1% | +40.0% | +28.5% |
| YTD | +43.3% | -12.0% | +55.3% | +47.1% |
| 1Y | +69.2% | -0.2% | +69.4% | +67.1% |
| 3Y | +404.5% | +26.8% | +377.7% | +357.2% |
| 5Y | +282.2% | +56.9% | +225.3% | +216.4% |
| All | +1,779.8% | +223.4% | +1,556.3% | +1,206.2% |
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