+5,471.3%
AZN vs SWKS
+10,046.0%
-4,574.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | +1.6% | -3.1% | +4.7% | +1.8% |
| 30D | +17.3% | +8.3% | +9.0% | +16.7% |
| 3M | +15.3% | +20.2% | -4.9% | +13.6% |
| 6M | +2.1% | +24.9% | -22.8% | 0.0% |
| YTD | +2.6% | +33.2% | -30.5% | -0.2% |
| 1Y | +7.9% | +23.6% | -15.7% | +5.4% |
| 3Y | +55.8% | +1.3% | +54.6% | +52.5% |
| 5Y | +63.0% | -40.6% | +103.6% | +63.8% |
| 10Y | +343.2% | +35.3% | +307.9% | +316.4% |
| All | +5,471.3% | +10,046.0% | -4,574.8% | +3,670.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling