+4,581.7%
AZN vs SYY
+2,691.5%
+1,890.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.1% | -2.7% | -0.3% | -2.4% |
| 3M | -14.4% | +5.9% | -20.3% | -15.6% |
| 6M | -19.5% | -2.3% | -17.2% | -19.5% |
| YTD | -13.8% | +13.1% | -26.8% | -17.0% |
| 1Y | -2.4% | +3.8% | -6.1% | -4.1% |
| 3Y | +21.3% | +26.7% | -5.5% | +12.5% |
| 5Y | +53.6% | +19.4% | +34.2% | +43.4% |
| 10Y | +220.1% | +112.0% | +108.2% | +135.6% |
| All | +4,581.7% | +2,691.5% | +1,890.2% | +1,923.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling