+651.7%
SLB vs AZN
+4,524.2%
-3,872.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +15.8% | +0.7% | +15.1% | +15.4% |
| 3M | -0.3% | -10.5% | +10.2% | +2.3% |
| 6M | +21.3% | -19.3% | +40.6% | +28.3% |
| YTD | +52.3% | -10.6% | +62.9% | +55.9% |
| 1Y | +63.6% | +0.5% | +63.1% | +61.1% |
| 3Y | +3.8% | +25.9% | -22.1% | -5.9% |
| 5Y | +128.6% | +52.4% | +76.2% | +92.0% |
| 10Y | -3.1% | +220.8% | -223.9% | -37.8% |
| All | +651.7% | +4,524.2% | -3,872.5% | +216.3% |
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