+4,753.5%
AZN vs SWKS
+8,980.0%
-4,226.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.5% |
| 7D | 0.0% | +12.5% | -12.5% | -0.8% |
| 30D | +0.7% | +10.5% | -9.8% | 0.0% |
| 3M | -10.5% | -7.4% | -3.1% | -10.3% |
| 6M | -19.3% | +32.7% | -51.9% | -21.2% |
| YTD | -10.6% | +19.2% | -29.7% | -12.2% |
| 1Y | +0.5% | +2.4% | -1.9% | -0.4% |
| 3Y | +25.9% | -25.6% | +51.5% | +25.9% |
| 5Y | +52.4% | -53.4% | +105.8% | +56.0% |
| 10Y | +220.8% | +23.2% | +197.7% | +204.0% |
| All | +4,753.5% | +8,980.0% | -4,226.5% | +3,216.9% |
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