-26.7%
ZTS vs AZN
+18.4%
-45.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +6.5% |
| 7D | +15.4% | +11.5% | +3.9% | +11.3% |
| 30D | +25.8% | +20.8% | +5.0% | +18.3% |
| 3M | +18.1% | +21.5% | -3.4% | +10.8% |
| 6M | -19.7% | +3.0% | -22.8% | -21.0% |
| YTD | -27.5% | +3.9% | -31.4% | -29.0% |
| 1Y | -26.7% | +16.4% | -43.1% | -32.5% |
| All | -26.7% | +18.4% | -45.1% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling