+216.5%
AZN vs SYY
+116.5%
+100.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.6% | +3.9% | -5.5% | -2.2% |
| 30D | +1.1% | -1.7% | +2.8% | +1.3% |
| 3M | -12.1% | +5.2% | -17.3% | -12.9% |
| 6M | -17.1% | -0.2% | -16.9% | -17.4% |
| YTD | -12.0% | +15.4% | -27.3% | -14.5% |
| 1Y | -0.2% | +5.6% | -5.8% | -1.7% |
| 3Y | +26.8% | +28.9% | -2.1% | +20.3% |
| 5Y | +56.9% | +24.1% | +32.8% | +49.4% |
| All | +216.5% | +116.5% | +100.0% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling