+123.9%
SBUX vs AZN
+223.4%
-99.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.5% | -1.6% | -3.9% | -5.1% |
| 30D | -8.5% | +1.1% | -9.5% | -8.8% |
| 3M | -2.9% | -12.1% | +9.2% | +0.1% |
| 6M | -1.5% | -17.1% | +15.6% | +3.1% |
| YTD | +19.4% | -12.0% | +31.4% | +22.5% |
| 1Y | +22.9% | -0.2% | +23.2% | +21.4% |
| 3Y | +11.3% | +26.8% | -15.5% | +1.4% |
| 5Y | -6.9% | +56.9% | -63.7% | -21.5% |
| All | +123.9% | +223.4% | -99.5% | +77.0% |
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 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