+4,753.5%
AZN vs SO
+3,195.9%
+1,557.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +0.7% | -4.6% | +5.3% | +2.1% |
| 3M | -10.5% | -3.0% | -7.5% | -9.6% |
| 6M | -19.3% | -8.3% | -11.0% | -17.2% |
| YTD | -10.6% | +3.5% | -14.1% | -11.6% |
| 1Y | +0.5% | -0.9% | +1.4% | +0.6% |
| 3Y | +25.9% | +45.4% | -19.5% | +12.0% |
| 5Y | +52.4% | +59.6% | -7.2% | +31.0% |
| 10Y | +220.8% | +156.6% | +64.2% | +134.1% |
| All | +4,753.5% | +3,195.9% | +1,557.6% | +2,031.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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