-59.1%
ZTS vs AZN
+28.0%
-87.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -3.7% | -1.6% | -2.2% | -3.2% |
| 30D | -0.8% | +1.1% | -1.8% | -1.1% |
| 3M | -9.7% | -12.1% | +2.4% | -6.1% |
| 6M | -38.4% | -17.1% | -21.3% | -34.5% |
| YTD | -41.1% | -12.0% | -29.1% | -38.9% |
| 1Y | -50.6% | -0.2% | -50.4% | -51.1% |
| 3Y | -59.1% | +26.8% | -85.9% | -64.4% |
| All | -59.1% | +28.0% | -87.1% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling