+18.4%
U vs AZN
+18.4%
0.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +6.0% |
| 7D | +7.5% | +11.5% | -4.0% | +12.6% |
| 30D | -7.0% | +20.8% | -27.8% | +0.9% |
| 3M | +20.6% | +21.5% | -0.9% | +31.4% |
| 6M | +53.2% | +3.0% | +50.1% | +57.6% |
| YTD | -3.9% | +3.9% | -7.7% | -2.2% |
| 1Y | +18.4% | +16.4% | +2.0% | +28.1% |
| All | +18.4% | +18.4% | 0.0% | +28.1% |
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 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