+36.5%
AZN vs SN
+671.3%
-634.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | -1.1% | +1.5% | -2.6% | -1.2% |
| 30D | +13.8% | +21.5% | -7.7% | +12.6% |
| 3M | +17.3% | +20.0% | -2.7% | +16.0% |
| 6M | -1.7% | +119.9% | -121.7% | -5.7% |
| YTD | +1.4% | +102.3% | -100.9% | -2.5% |
| 1Y | +5.2% | +148.0% | -142.8% | +0.5% |
| 3Y | +52.6% | +450.0% | -397.4% | +43.0% |
| All | +36.5% | +671.3% | -634.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling