+641.0%
AZN vs VO
+814.4%
-173.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | -3.1% | -1.9% | -1.1% | -2.1% |
| 3M | -14.4% | +3.3% | -17.7% | -16.1% |
| 6M | -19.5% | +9.7% | -29.2% | -23.7% |
| YTD | -13.8% | +12.6% | -26.4% | -19.5% |
| 1Y | -2.4% | +13.6% | -16.0% | -9.4% |
| 3Y | +21.3% | +56.8% | -35.5% | -6.8% |
| 5Y | +53.6% | +42.3% | +11.4% | +22.4% |
| 10Y | +220.1% | +199.2% | +21.0% | +59.4% |
| All | +641.0% | +814.4% | -173.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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