-66.5%
U vs AZN
+55.9%
-122.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +5.5% | -1.6% | +7.1% | +5.9% |
| 30D | -1.3% | +1.1% | -2.3% | -1.6% |
| 3M | +64.6% | -12.1% | +76.7% | +69.3% |
| 6M | +119.4% | -17.1% | +136.5% | +129.9% |
| YTD | -0.5% | -12.0% | +11.5% | +0.3% |
| 1Y | +1.3% | -0.2% | +1.5% | -3.9% |
| 3Y | +15.6% | +26.8% | -11.2% | -7.1% |
| All | -66.5% | +55.9% | -122.3% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling