-37.8%
U vs AZN
+56.6%
-94.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +4.4% | -2.9% | +7.3% | +5.3% |
| 30D | -1.3% | -3.1% | +1.8% | -0.4% |
| 3M | +49.6% | -14.4% | +64.0% | +55.7% |
| 6M | +100.2% | -19.5% | +119.7% | +112.6% |
| YTD | -3.7% | -13.8% | +10.1% | -2.1% |
| 1Y | -6.5% | -2.4% | -4.1% | -10.5% |
| 3Y | +12.9% | +21.3% | -8.4% | -6.4% |
| 5Y | -68.3% | +53.6% | -121.9% | -76.5% |
| All | -37.8% | +56.6% | -94.3% | -55.1% |
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 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