+19.5%
SNPS vs AZN
+54.9%
-35.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -4.6% | -3.1% | -1.5% | -4.1% |
| 30D | -3.3% | +0.6% | -3.9% | -3.5% |
| 3M | -13.8% | -10.8% | -3.0% | -12.4% |
| 6M | -8.2% | -18.1% | +9.9% | -5.2% |
| YTD | -15.4% | -12.3% | -3.2% | -14.5% |
| 1Y | +2.4% | -0.2% | +2.6% | 0.0% |
| 3Y | -13.5% | +23.4% | -36.9% | -20.7% |
| 5Y | +19.5% | +56.4% | -36.9% | +1.6% |
| All | +19.5% | +54.9% | -35.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling