+1,256.8%
SMH vs AZN
+862.5%
+394.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +0.3% | -1.6% | +1.8% | +0.8% |
| 30D | -2.8% | +1.1% | -3.8% | -3.3% |
| 3M | -6.7% | -12.1% | +5.4% | -3.5% |
| 6M | +41.8% | -17.1% | +58.9% | +49.3% |
| YTD | +57.9% | -12.0% | +69.8% | +62.3% |
| 1Y | +87.6% | -0.2% | +87.9% | +83.6% |
| 3Y | +282.9% | +26.8% | +256.2% | +237.5% |
| 5Y | +330.4% | +56.9% | +273.5% | +244.1% |
| 10Y | +1,857.0% | +226.7% | +1,630.3% | +1,058.7% |
| All | +1,256.8% | +862.5% | +394.3% | +389.2% |
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 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