+19.8%
DDOG vs AZN
+18.4%
+1.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.8% | -17.2% | -13.8% |
| 7D | -32.2% | +11.5% | -43.7% | -30.7% |
| 30D | -31.7% | +20.8% | -52.5% | -29.9% |
| 3M | -34.5% | +21.5% | -56.0% | -32.7% |
| 6M | +28.7% | +3.0% | +25.6% | +32.6% |
| YTD | +38.8% | +3.9% | +34.9% | +30.5% |
| 1Y | +19.8% | +16.4% | +3.4% | -11.1% |
| All | +19.8% | +18.4% | +1.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling