+572.5%
SNPS vs AZN
+223.4%
+349.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | -3.6% | +1.1% | -4.7% | -4.0% |
| 3M | -12.9% | -12.1% | -0.8% | -10.3% |
| 6M | -8.2% | -17.1% | +8.9% | -4.2% |
| YTD | -15.4% | -12.0% | -3.4% | -13.7% |
| 1Y | -9.3% | -0.2% | -9.1% | -11.4% |
| 3Y | -14.0% | +26.8% | -40.7% | -23.5% |
| 5Y | +19.5% | +56.9% | -37.4% | -3.4% |
| All | +572.5% | +223.4% | +349.1% | +357.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling