+18.1%
AZN vs SN
+453.9%
-435.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +1.9% |
| 7D | -3.1% | -7.2% | +4.1% | -2.8% |
| 30D | +0.6% | -13.4% | +13.9% | +1.2% |
| 3M | -10.8% | +26.8% | -37.6% | -11.9% |
| 6M | -18.1% | +44.6% | -62.7% | -19.8% |
| YTD | -12.3% | +45.3% | -57.6% | -14.1% |
| 1Y | -0.2% | +40.1% | -40.3% | -2.2% |
| 3Y | +23.4% | +375.3% | -351.9% | +18.1% |
| All | +18.1% | +453.9% | -435.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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