+57.7%
AZN vs SAP
+53.8%
+3.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -0.8% |
| 30D | +1.1% | +1.1% | 0.0% | +0.8% |
| 3M | -12.1% | +26.1% | -38.2% | -16.3% |
| 6M | -17.1% | +9.8% | -26.9% | -19.1% |
| YTD | -12.0% | -13.6% | +1.6% | -9.7% |
| 1Y | -0.2% | -18.7% | +18.5% | +3.8% |
| 3Y | +26.8% | +54.1% | -27.4% | +7.8% |
| All | +57.7% | +53.8% | +3.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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