+24.2%
AZN vs SN
+368.4%
-344.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | -3.1% | -9.1% | +6.0% | -2.5% |
| 3M | -14.4% | +31.8% | -46.2% | -16.1% |
| 6M | -19.5% | +52.0% | -71.5% | -21.9% |
| YTD | -13.8% | +51.3% | -65.0% | -16.3% |
| 1Y | -2.4% | +46.9% | -49.2% | -5.2% |
| All | +24.2% | +368.4% | -344.2% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling