+63.6%
DDOG vs AZN
+55.9%
+7.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +3.9% | -1.6% | +5.4% | +4.2% |
| 30D | -8.2% | +1.1% | -9.2% | -8.5% |
| 3M | -5.6% | -12.1% | +6.6% | -3.3% |
| 6M | +73.5% | -17.1% | +90.7% | +79.5% |
| YTD | +62.7% | -12.0% | +74.6% | +64.8% |
| 1Y | +59.0% | -0.2% | +59.2% | +55.2% |
| 3Y | +117.1% | +26.8% | +90.4% | +94.2% |
| All | +63.6% | +55.9% | +7.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling