+96.1%
SHOP vs AZN
+27.6%
+68.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.5% |
| 7D | -13.2% | -3.1% | -10.1% | -12.7% |
| 30D | -17.0% | +0.6% | -17.6% | -17.1% |
| 3M | +17.0% | -10.8% | +27.8% | +18.5% |
| 6M | -2.1% | -18.1% | +16.0% | +0.5% |
| YTD | -21.4% | -12.3% | -9.1% | -20.7% |
| 1Y | -11.0% | -0.2% | -10.8% | -12.6% |
| All | +96.1% | +27.6% | +68.5% | +75.2% |
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