+2,417.6%
AZN vs SAP
+2,169.0%
+248.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | -14.4% | +16.9% | -31.3% | -17.2% |
| 6M | -19.5% | +6.3% | -25.8% | -21.1% |
| YTD | -13.8% | -12.4% | -1.3% | -12.8% |
| 1Y | -2.4% | -21.6% | +19.2% | +0.7% |
| 3Y | +21.3% | +54.8% | -33.5% | +9.0% |
| 5Y | +53.6% | +56.2% | -2.5% | +36.5% |
| 10Y | +220.1% | +179.0% | +41.1% | +151.4% |
| All | +2,417.6% | +2,169.0% | +248.6% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling