+57.7%
AZN vs DKS
+14.7%
+43.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.2% |
| 7D | -1.6% | -2.0% | +0.5% | -1.4% |
| 30D | +1.1% | -32.7% | +33.8% | +3.5% |
| 3M | -12.1% | -38.8% | +26.7% | -9.4% |
| 6M | -17.1% | -29.4% | +12.3% | -15.6% |
| YTD | -12.0% | -30.3% | +18.3% | -10.3% |
| 1Y | -0.2% | -39.6% | +39.4% | +2.6% |
| 3Y | +26.8% | +32.2% | -5.4% | +20.8% |
| All | +57.7% | +14.7% | +43.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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