+117.6%
DDOG vs AZN
+27.6%
+90.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +3.2% | -3.1% | +6.4% | +3.4% |
| 30D | -10.2% | +0.6% | -10.7% | -10.2% |
| 3M | -2.6% | -10.8% | +8.2% | -1.8% |
| 6M | +80.1% | -18.1% | +98.3% | +83.6% |
| YTD | +63.0% | -12.3% | +75.3% | +63.2% |
| 1Y | +59.4% | -0.2% | +59.6% | +55.6% |
| All | +117.6% | +27.6% | +90.0% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling