+4,674.2%
AZN vs VMC
+2,947.5%
+1,726.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -0.9% | -9.1% | +8.2% | +1.0% |
| 3M | -11.8% | -4.1% | -7.7% | -11.4% |
| 6M | -17.6% | -5.5% | -12.1% | -17.0% |
| YTD | -12.0% | -8.9% | -3.1% | -11.0% |
| 1Y | -0.9% | -12.9% | +12.1% | +1.1% |
| 3Y | +23.7% | +22.1% | +1.5% | +16.3% |
| 5Y | +54.5% | +52.7% | +1.8% | +36.9% |
| 10Y | +218.2% | +152.7% | +65.4% | +138.1% |
| All | +4,674.2% | +2,947.5% | +1,726.6% | +2,057.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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