+1,441.0%
AZN vs VSAT
+1,423.4%
+17.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -1.5% |
| 7D | -2.9% | +3.5% | -6.4% | -3.1% |
| 30D | -3.1% | -14.7% | +11.6% | -2.2% |
| 3M | -14.4% | +13.2% | -27.6% | -15.7% |
| 6M | -19.5% | +57.4% | -76.9% | -22.6% |
| YTD | -13.8% | +110.0% | -123.7% | -18.9% |
| 1Y | -2.4% | +134.4% | -136.8% | -9.3% |
| 3Y | +21.3% | +203.5% | -182.3% | +5.4% |
| 5Y | +53.6% | +47.1% | +6.5% | +37.0% |
| 10Y | +220.1% | +0.4% | +219.8% | +185.2% |
| All | +1,441.0% | +1,423.4% | +17.7% | +1,089.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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