+1,259.5%
AZN vs VTR
+1,502.8%
-243.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +0.6% | +4.0% | -3.4% | 0.0% |
| 3M | -10.8% | +7.8% | -18.6% | -11.8% |
| 6M | -18.1% | +6.4% | -24.5% | -18.9% |
| YTD | -12.3% | +18.3% | -30.6% | -14.4% |
| 1Y | -0.2% | +33.9% | -34.1% | -4.4% |
| 3Y | +23.4% | +134.3% | -111.0% | +8.7% |
| 5Y | +56.4% | +90.3% | -33.9% | +40.7% |
| 10Y | +225.7% | +100.1% | +125.5% | +175.5% |
| All | +1,259.5% | +1,502.8% | -243.2% | +811.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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