+30.5%
SNOW vs AZN
+59.5%
-28.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +8.4% | -2.9% | +11.3% | +9.1% |
| 30D | -1.0% | -3.1% | +2.1% | -0.4% |
| 3M | +38.3% | -14.4% | +52.8% | +42.0% |
| 6M | +81.3% | -19.5% | +100.8% | +88.0% |
| YTD | +51.1% | -13.8% | +64.9% | +53.6% |
| 1Y | +47.0% | -2.4% | +49.3% | +44.3% |
| 3Y | +99.7% | +21.3% | +78.5% | +81.8% |
| 5Y | +3.6% | +53.6% | -50.0% | -10.6% |
| All | +30.5% | +59.5% | -28.9% | +8.7% |
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 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