+216.5%
AZN vs SIMO
+605.2%
-388.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.9% | 0.0% |
| 7D | -1.6% | +11.0% | -12.6% | -2.1% |
| 30D | +1.1% | +17.9% | -16.8% | 0.0% |
| 3M | -12.1% | +3.9% | -16.0% | -13.0% |
| 6M | -17.1% | +131.0% | -148.2% | -23.7% |
| YTD | -12.0% | +209.3% | -221.3% | -21.3% |
| 1Y | -0.2% | +223.8% | -224.0% | -11.3% |
| 3Y | +26.8% | +479.2% | -452.5% | +5.4% |
| 5Y | +56.9% | +316.0% | -259.1% | +31.6% |
| All | +216.5% | +605.2% | -388.6% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling