+139.3%
SLB vs AZN
+51.7%
+87.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -1.9% | -2.9% | +1.0% | -1.4% |
| 30D | +7.8% | -3.1% | +10.9% | +8.3% |
| 3M | +2.7% | -14.4% | +17.1% | +5.4% |
| 6M | +22.2% | -19.5% | +41.7% | +26.7% |
| YTD | +51.1% | -13.8% | +64.8% | +54.4% |
| 1Y | +63.3% | -2.4% | +65.7% | +62.6% |
| 3Y | +2.4% | +21.3% | -18.8% | -3.2% |
| 5Y | +139.3% | +53.6% | +85.7% | +127.2% |
| All | +139.3% | +51.7% | +87.7% | +127.2% |
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 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