+19.6%
AZN vs VG
-38.0%
+57.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.6% |
| 7D | -1.5% | -2.5% | +1.0% | -1.5% |
| 30D | -0.9% | +11.1% | -11.9% | -0.7% |
| 3M | -11.8% | +14.9% | -26.7% | -11.7% |
| 6M | -17.6% | +18.4% | -36.0% | -17.5% |
| YTD | -12.0% | +116.6% | -128.6% | -13.2% |
| 1Y | -0.9% | +9.4% | -10.2% | -0.2% |
| All | +19.6% | -38.0% | +57.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling