+11,972.0%
TXN vs AZN
+4,452.3%
+7,519.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +4.0% | -1.6% | +5.5% | +4.4% |
| 30D | -2.9% | +1.1% | -3.9% | -3.3% |
| 3M | -9.1% | -12.1% | +3.0% | -6.3% |
| 6M | +36.6% | -17.1% | +53.8% | +43.2% |
| YTD | +57.5% | -12.0% | +69.5% | +61.6% |
| 1Y | +49.5% | -0.2% | +49.8% | +46.7% |
| 3Y | +76.5% | +26.8% | +49.8% | +58.3% |
| 5Y | +62.4% | +56.9% | +5.5% | +33.5% |
| 10Y | +429.7% | +226.7% | +203.0% | +234.8% |
| All | +11,972.0% | +4,452.3% | +7,519.7% | +3,599.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling