+135.9%
WMT vs AZN
+55.9%
+80.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -7.4% | +1.1% | -8.5% | -7.6% |
| 3M | -10.9% | -12.1% | +1.3% | -9.3% |
| 6M | -12.7% | -17.1% | +4.5% | -10.5% |
| YTD | -3.2% | -12.0% | +8.8% | -1.6% |
| 1Y | +5.3% | -0.2% | +5.5% | +5.2% |
| 3Y | +101.9% | +26.8% | +75.1% | +94.0% |
| All | +135.9% | +55.9% | +80.0% | +123.9% |
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