-5.9%
SLB vs AZN
+222.4%
-228.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | +4.9% | +0.6% | +4.3% | +4.6% |
| 3M | +1.4% | -10.8% | +12.2% | +3.7% |
| 6M | +17.6% | -18.1% | +35.8% | +22.6% |
| YTD | +48.3% | -12.3% | +60.6% | +51.7% |
| 1Y | +58.7% | -0.2% | +58.9% | +56.9% |
| 3Y | +0.6% | +23.4% | -22.8% | -6.7% |
| 5Y | +133.6% | +56.4% | +77.2% | +100.4% |
| All | -5.9% | +222.4% | -228.2% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling