-12.8%
SHOP vs AZN
+55.9%
-68.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -11.2% | -1.6% | -9.7% | -10.8% |
| 30D | -14.4% | +1.1% | -15.4% | -14.6% |
| 3M | +16.6% | -12.1% | +28.7% | +20.0% |
| 6M | -0.6% | -17.1% | +16.6% | +3.9% |
| YTD | -20.0% | -12.0% | -8.0% | -18.4% |
| 1Y | -11.2% | -0.2% | -11.0% | -13.0% |
| 3Y | +99.5% | +26.8% | +72.7% | +75.6% |
| All | -12.8% | +55.9% | -68.7% | -26.9% |
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