+4,581.7%
AZN vs VSH
+718.9%
+3,862.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -2.9% | +3.5% | -6.4% | -3.3% |
| 30D | -3.1% | -4.4% | +1.3% | -2.7% |
| 3M | -14.4% | -45.8% | +31.4% | -9.7% |
| 6M | -19.5% | +90.1% | -109.6% | -27.4% |
| YTD | -13.8% | +120.3% | -134.1% | -23.7% |
| 1Y | -2.4% | +112.2% | -114.6% | -13.6% |
| 3Y | +21.3% | +36.6% | -15.3% | +10.6% |
| 5Y | +53.6% | +67.0% | -13.4% | +35.2% |
| 10Y | +220.1% | +179.5% | +40.7% | +157.2% |
| All | +4,581.7% | +718.9% | +3,862.8% | +2,827.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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