+71.3%
V vs AZN
+55.9%
+15.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.2% | -1.6% | +0.3% | -0.9% |
| 30D | +3.1% | +1.1% | +2.0% | +2.8% |
| 3M | +16.3% | -12.1% | +28.5% | +19.7% |
| 6M | +20.4% | -17.1% | +37.5% | +25.5% |
| YTD | +6.3% | -12.0% | +18.2% | +8.8% |
| 1Y | +8.7% | -0.2% | +8.9% | +7.3% |
| 3Y | +53.3% | +26.8% | +26.5% | +39.4% |
| All | +71.3% | +55.9% | +15.4% | +44.2% |
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