+43.4%
SMH vs AZN
+18.4%
+25.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -2.2% |
| 7D | -11.2% | +11.5% | -22.7% | -9.3% |
| 30D | -20.4% | +20.8% | -41.2% | -18.1% |
| 3M | -12.4% | +21.5% | -33.9% | -9.7% |
| 6M | -0.5% | +3.0% | -3.5% | +2.2% |
| YTD | +40.0% | +3.9% | +36.2% | +43.4% |
| 1Y | +43.4% | +16.4% | +27.0% | +49.7% |
| All | +43.4% | +18.4% | +25.0% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling