+19,464.6%
SBUX vs AZN
+4,437.2%
+15,027.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -6.2% | -3.1% | -3.1% | -5.3% |
| 30D | -6.4% | +0.6% | -7.0% | -6.7% |
| 3M | +1.0% | -10.8% | +11.8% | +4.1% |
| 6M | -0.4% | -18.1% | +17.7% | +5.1% |
| YTD | +20.0% | -12.3% | +32.2% | +23.6% |
| 1Y | +22.8% | -0.2% | +23.0% | +21.1% |
| 3Y | +12.3% | +23.4% | -11.1% | +2.6% |
| 5Y | -6.4% | +56.4% | -62.8% | -21.8% |
| 10Y | +126.5% | +225.7% | -99.2% | +46.1% |
| All | +19,464.6% | +4,437.2% | +15,027.4% | +6,226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling