+54.5%
AZN vs SUI
-32.1%
+86.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -1.5% | -3.1% | +1.6% | -0.7% |
| 30D | -0.9% | -2.3% | +1.5% | -0.3% |
| 3M | -11.8% | -2.8% | -9.0% | -11.3% |
| 6M | -17.6% | -12.4% | -5.2% | -15.1% |
| YTD | -12.0% | -3.3% | -8.7% | -11.4% |
| 1Y | -0.9% | -5.8% | +4.9% | +0.4% |
| 3Y | +23.7% | +12.5% | +11.2% | +19.0% |
| 5Y | +54.5% | -32.9% | +87.4% | +66.5% |
| All | +54.5% | -32.1% | +86.7% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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