+489.1%
DDOG vs AZN
+109.0%
+380.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +3.9% | -1.6% | +5.4% | +4.4% |
| 30D | -8.2% | +1.1% | -9.2% | -8.7% |
| 3M | -5.6% | -12.1% | +6.6% | -1.9% |
| 6M | +73.5% | -17.1% | +90.7% | +83.0% |
| YTD | +62.7% | -12.0% | +74.6% | +66.6% |
| 1Y | +59.0% | -0.2% | +59.2% | +54.4% |
| 3Y | +117.1% | +26.8% | +90.4% | +83.9% |
| 5Y | +61.3% | +56.9% | +4.4% | +16.8% |
| All | +489.1% | +109.0% | +380.1% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling