+513.3%
AZN vs VIG
+610.7%
-97.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | -3.1% | -2.2% | -0.9% | -1.5% |
| 30D | +0.6% | -3.2% | +3.8% | +3.0% |
| 3M | -10.8% | +3.0% | -13.8% | -12.8% |
| 6M | -18.1% | +8.1% | -26.3% | -22.8% |
| YTD | -12.3% | +9.1% | -21.3% | -17.7% |
| 1Y | -0.2% | +12.6% | -12.8% | -8.6% |
| 3Y | +23.4% | +55.4% | -32.0% | -11.7% |
| 5Y | +56.4% | +62.8% | -6.4% | +6.7% |
| 10Y | +225.7% | +246.6% | -20.9% | +17.9% |
| All | +513.3% | +610.7% | -97.4% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling