+47.8%
AZN vs VLTO
+56.3%
-8.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.6% | +1.6% | -0.1% | +1.1% |
| 30D | +17.3% | +22.0% | -4.6% | +11.2% |
| 3M | +15.3% | +21.9% | -6.5% | +9.3% |
| 6M | +2.1% | +36.5% | -34.4% | -6.1% |
| YTD | +2.6% | +19.0% | -16.3% | -2.4% |
| 1Y | +7.9% | +21.0% | -13.1% | +2.0% |
| 3Y | +55.8% | +69.9% | -14.0% | +36.4% |
| All | +47.8% | +56.3% | -8.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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