+23.7%
AZN vs SWKS
-15.7%
+39.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -1.7% |
| 7D | -1.5% | +11.8% | -13.3% | -2.2% |
| 30D | -0.9% | +6.7% | -7.6% | -1.3% |
| 3M | -11.8% | 0.0% | -11.9% | -11.9% |
| 6M | -17.6% | +38.7% | -56.3% | -20.5% |
| YTD | -12.0% | +21.4% | -33.4% | -14.2% |
| 1Y | -0.9% | +2.9% | -3.8% | -2.1% |
| 3Y | +23.7% | -16.4% | +40.1% | +22.6% |
| All | +23.7% | -15.7% | +39.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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