+53.5%
AZN vs VSXY
+33.4%
+20.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | +0.6% | -22.1% | +22.6% | +1.1% |
| 3M | -10.8% | -1.1% | -9.7% | -10.8% |
| 6M | -18.1% | +53.8% | -72.0% | -19.4% |
| YTD | -12.3% | +35.5% | -47.7% | -13.4% |
| 1Y | -0.2% | +186.0% | -186.2% | -3.8% |
| 3Y | +23.4% | +343.2% | -319.8% | +15.4% |
| 5Y | +56.4% | +19.0% | +37.4% | +52.1% |
| All | +53.5% | +33.4% | +20.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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