+26.4%
AZN vs VFC
-28.4%
+54.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | -3.1% | -3.3% | +0.2% | -2.9% |
| 30D | +0.6% | -14.0% | +14.6% | +1.4% |
| 3M | -10.8% | -22.6% | +11.8% | -9.7% |
| 6M | -18.1% | -24.7% | +6.6% | -17.1% |
| YTD | -12.3% | -29.0% | +16.7% | -10.9% |
| 1Y | -0.2% | -13.8% | +13.6% | 0.0% |
| All | +26.4% | -28.4% | +54.7% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling