+4,674.2%
AZN vs VFC
+462.1%
+4,212.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -0.9% | -11.9% | +11.1% | +1.1% |
| 3M | -11.8% | -20.2% | +8.3% | -9.3% |
| 6M | -17.6% | -23.0% | +5.4% | -15.0% |
| YTD | -12.0% | -26.2% | +14.2% | -8.9% |
| 1Y | -0.9% | -13.3% | +12.5% | -0.7% |
| 3Y | +23.7% | -25.5% | +49.1% | +17.1% |
| 5Y | +54.5% | -78.1% | +132.6% | +82.9% |
| 10Y | +218.2% | -68.8% | +287.0% | +225.4% |
| All | +4,674.2% | +462.1% | +4,212.1% | +2,480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling