+99.7%
TXN vs AZN
+18.4%
+81.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | 0.0% |
| 7D | +1.0% | +11.5% | -10.5% | +2.4% |
| 30D | +6.1% | +20.8% | -14.6% | +8.4% |
| 3M | +10.4% | +21.5% | -11.1% | +12.7% |
| 6M | +12.6% | +3.0% | +9.5% | +14.4% |
| YTD | +83.5% | +3.9% | +79.6% | +84.5% |
| 1Y | +99.7% | +16.4% | +83.3% | +105.0% |
| All | +99.7% | +18.4% | +81.3% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling