+189.7%
AZN vs SE
+553.8%
-364.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.4% |
| 7D | -1.6% | -5.2% | +3.7% | -1.1% |
| 30D | +1.1% | -17.1% | +18.1% | +2.6% |
| 3M | -12.1% | +24.0% | -36.1% | -14.1% |
| 6M | -17.1% | +21.0% | -38.1% | -19.0% |
| YTD | -12.0% | -16.7% | +4.7% | -11.3% |
| 1Y | -0.2% | -45.9% | +45.7% | +4.2% |
| 3Y | +26.8% | +177.8% | -151.0% | +11.6% |
| 5Y | +56.9% | -67.4% | +124.2% | +61.2% |
| All | +189.7% | +553.8% | -364.1% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling