+16.4%
AZN vs SIMO
+94.5%
-78.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.4% | +2.3% |
| 7D | +11.5% | -16.9% | +28.4% | +10.6% |
| 30D | +20.8% | -35.4% | +56.1% | +18.8% |
| 3M | +21.5% | -31.9% | +53.3% | +20.1% |
| 6M | +3.0% | -19.3% | +22.3% | +1.5% |
| YTD | +3.9% | +98.5% | -94.6% | -1.8% |
| 1Y | +16.4% | +100.5% | -84.1% | +10.2% |
| All | +16.4% | +94.5% | -78.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling