+398.4%
TSM vs AZN
+27.6%
+370.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +2.6% | -3.1% | +5.8% | +3.1% |
| 30D | +1.4% | +0.6% | +0.9% | +1.3% |
| 3M | +5.0% | -10.8% | +15.8% | +6.6% |
| 6M | +24.0% | -18.1% | +42.1% | +28.3% |
| YTD | +41.6% | -12.3% | +53.8% | +44.3% |
| 1Y | +66.2% | -0.2% | +66.4% | +65.0% |
| All | +398.4% | +27.6% | +370.9% | +376.2% |
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 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