+57.7%
AZN vs VIVK
-100.0%
+157.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +0.4% |
| 7D | -1.6% | -4.4% | +2.8% | -1.5% |
| 30D | +1.1% | -40.8% | +41.9% | +1.2% |
| 3M | -12.1% | -94.1% | +82.0% | -11.8% |
| 6M | -17.1% | -98.2% | +81.1% | -16.9% |
| YTD | -12.0% | -98.0% | +86.0% | -12.0% |
| 1Y | -0.2% | -100.0% | +99.7% | +0.9% |
| 3Y | +26.8% | -100.0% | +126.8% | +27.4% |
| All | +57.7% | -100.0% | +157.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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