+2,874.5%
V vs AZN
+764.1%
+2,110.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.5% |
| 30D | +1.9% | -0.9% | +2.7% | +2.2% |
| 3M | +15.5% | -11.8% | +27.4% | +20.5% |
| 6M | +16.6% | -17.6% | +34.2% | +24.6% |
| YTD | +5.7% | -12.0% | +17.8% | +9.7% |
| 1Y | +8.6% | -0.9% | +9.4% | +6.9% |
| 3Y | +52.5% | +23.7% | +28.8% | +34.4% |
| 5Y | +67.1% | +54.5% | +12.6% | +31.0% |
| 10Y | +376.8% | +218.2% | +158.6% | +156.3% |
| All | +2,874.5% | +764.1% | +2,110.4% | +841.3% |
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