+56.4%
AZN vs SM
+108.0%
-51.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -3.1% | +2.1% | -5.3% | -3.2% |
| 30D | +0.6% | +18.1% | -17.6% | +0.1% |
| 3M | -10.8% | +17.0% | -27.8% | -11.3% |
| 6M | -18.1% | +55.4% | -73.6% | -19.6% |
| YTD | -12.3% | +108.6% | -120.8% | -15.1% |
| 1Y | -0.2% | +45.7% | -45.9% | -2.1% |
| 3Y | +23.4% | -0.3% | +23.7% | +21.2% |
| 5Y | +56.4% | +113.0% | -56.7% | +58.7% |
| All | +56.4% | +108.0% | -51.6% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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