+560.3%
AZN vs VCLT
+100.6%
+459.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | +1.1% | -1.2% | +2.2% | +1.2% |
| 3M | -12.1% | -4.8% | -7.4% | -11.4% |
| 6M | -17.1% | -2.6% | -14.6% | -16.8% |
| YTD | -12.0% | -3.3% | -8.6% | -11.5% |
| 1Y | -0.2% | -4.8% | +4.6% | +0.6% |
| 3Y | +26.8% | +11.5% | +15.3% | +25.5% |
| 5Y | +56.9% | -17.0% | +73.9% | +55.3% |
| 10Y | +226.7% | +16.7% | +210.0% | +237.0% |
| All | +560.3% | +100.6% | +459.6% | +761.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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