-18.1%
AZN vs VIG
+7.7%
-25.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -3.1% | -2.2% | -0.9% | -1.6% |
| 30D | +0.6% | -3.2% | +3.8% | +2.8% |
| 3M | -10.8% | +3.0% | -13.8% | -12.8% |
| 6M | -18.1% | +8.1% | -26.3% | -22.9% |
| All | -18.1% | +7.7% | -25.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 6mo: compounded portfolio wealth divided by compounded VIG 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…
6mo analysis · Full analysis span regression · 6 months rolling