+216.5%
AZN vs VFC
-69.1%
+285.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | -0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.1% | -9.0% | +10.0% | +1.9% |
| 3M | -12.1% | -24.2% | +12.0% | -10.2% |
| 6M | -17.1% | -18.5% | +1.4% | -16.1% |
| YTD | -12.0% | -25.9% | +13.9% | -10.2% |
| 1Y | -0.2% | -13.0% | +12.8% | -0.1% |
| 3Y | +26.8% | -20.3% | +47.1% | +22.3% |
| 5Y | +56.9% | -78.1% | +135.0% | +77.5% |
| All | +216.5% | -69.1% | +285.6% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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