+4,216.1%
SNPS vs AZN
+4,524.2%
-308.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.0% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | -1.7% | +0.7% | -2.5% | -2.0% |
| 3M | -20.4% | -10.5% | -9.8% | -18.4% |
| 6M | -8.6% | -19.3% | +10.7% | -3.9% |
| YTD | -16.2% | -10.6% | -5.6% | -14.6% |
| 1Y | -34.6% | +0.5% | -35.1% | -35.8% |
| 3Y | -14.5% | +25.9% | -40.3% | -22.5% |
| 5Y | +17.0% | +52.4% | -35.4% | -1.1% |
| 10Y | +560.0% | +220.8% | +339.2% | +340.3% |
| All | +4,216.1% | +4,524.2% | -308.2% | +975.6% |
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 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