+21.6%
AZN vs VG
-39.3%
+60.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +0.7% | +16.0% | -15.3% | +0.9% |
| 3M | -10.5% | +9.7% | -20.2% | -10.4% |
| 6M | -19.3% | +29.6% | -48.8% | -19.3% |
| YTD | -10.6% | +112.0% | -122.6% | -11.7% |
| 1Y | +0.5% | +12.8% | -12.3% | +1.0% |
| All | +21.6% | -39.3% | +60.9% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling