+682.9%
AZN vs OVV
+162.8%
+520.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.1% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +0.7% | +11.7% | -11.0% | -0.4% |
| 3M | -10.5% | +9.8% | -20.3% | -11.5% |
| 6M | -19.3% | +26.6% | -45.8% | -21.5% |
| YTD | -10.6% | +67.0% | -77.6% | -15.5% |
| 1Y | +0.5% | +55.9% | -55.4% | -4.6% |
| 3Y | +25.9% | +45.5% | -19.6% | +18.5% |
| 5Y | +52.4% | +157.3% | -104.9% | +31.3% |
| 10Y | +220.8% | +65.0% | +155.8% | +148.8% |
| All | +682.9% | +162.8% | +520.1% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling