+20.4%
AZN vs SN
+490.7%
-470.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | 0.0% | -9.3% | +9.3% | +0.5% |
| 30D | +0.7% | -4.8% | +5.5% | +0.9% |
| 3M | -10.5% | +40.4% | -50.9% | -12.1% |
| 6M | -19.3% | +50.9% | -70.2% | -21.1% |
| YTD | -10.6% | +54.9% | -65.5% | -12.7% |
| 1Y | +0.5% | +43.0% | -42.5% | -1.7% |
| 3Y | +25.9% | +391.8% | -366.0% | +20.2% |
| All | +20.4% | +490.7% | -470.3% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling