+7,358.2%
SHOP vs AZN
+219.8%
+7,138.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.5% | -4.5% |
| 7D | -10.6% | -2.9% | -7.7% | -9.3% |
| 30D | -18.3% | -3.1% | -15.2% | -17.0% |
| 3M | +14.8% | -14.4% | +29.3% | +22.8% |
| 6M | -5.0% | -19.5% | +14.5% | +4.2% |
| YTD | -21.2% | -13.8% | -7.5% | -17.2% |
| 1Y | -11.6% | -2.4% | -9.2% | -13.2% |
| 3Y | +101.2% | +21.3% | +80.0% | +69.9% |
| 5Y | -15.7% | +53.6% | -69.3% | -40.0% |
| 10Y | +2,989.4% | +220.1% | +2,769.3% | +1,245.6% |
| All | +7,358.2% | +219.8% | +7,138.4% | +3,423.4% |
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