+53.6%
AZN vs OVV
+162.0%
-108.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -2.9% | -3.8% | +0.9% | -2.7% |
| 30D | -3.1% | +1.3% | -4.3% | -3.1% |
| 3M | -14.4% | +14.3% | -28.8% | -15.1% |
| 6M | -19.5% | +21.1% | -40.6% | -20.6% |
| YTD | -13.8% | +66.0% | -79.8% | -16.7% |
| 1Y | -2.4% | +59.3% | -61.7% | -5.6% |
| 3Y | +21.3% | +47.6% | -26.3% | +16.3% |
| 5Y | +53.6% | +162.0% | -108.3% | +56.2% |
| All | +53.6% | +162.0% | -108.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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