+56.4%
AZN vs SE
-67.4%
+123.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.8% |
| 7D | -3.1% | -4.8% | +1.7% | -2.8% |
| 30D | +0.6% | -18.1% | +18.7% | +1.9% |
| 3M | -10.8% | +30.6% | -41.4% | -12.8% |
| 6M | -18.1% | +20.8% | -38.9% | -19.6% |
| YTD | -12.3% | -15.6% | +3.3% | -11.8% |
| 1Y | -0.2% | -44.2% | +44.0% | +3.2% |
| 3Y | +23.4% | +181.5% | -158.2% | +11.2% |
| 5Y | +56.4% | -66.9% | +123.3% | +51.8% |
| All | +56.4% | -67.4% | +123.8% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling