-4.9%
SHOP vs AZN
+18.4%
-23.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +7.0% |
| 7D | -9.0% | +11.5% | -20.5% | -10.3% |
| 30D | -4.4% | +20.8% | -25.2% | -6.9% |
| 3M | +24.1% | +21.5% | +2.7% | +21.4% |
| 6M | +20.0% | +3.0% | +17.0% | +16.5% |
| YTD | -4.9% | +3.9% | -8.8% | -10.3% |
| 1Y | -4.9% | +16.4% | -21.3% | -13.6% |
| All | -4.9% | +18.4% | -23.3% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling