+30.8%
SOXX vs AZN
+16.0%
+14.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -1.1% | -69.6% | -70.9% |
| 7D | -23.0% | +7.1% | -30.1% | -21.8% |
| 30D | -32.9% | +17.8% | -50.7% | -30.7% |
| 3M | -25.3% | +15.7% | -41.0% | -22.8% |
| 6M | -17.8% | +3.1% | -20.8% | -15.7% |
| YTD | +32.1% | +2.7% | +29.4% | +35.3% |
| 1Y | +30.8% | +16.3% | +14.5% | +35.6% |
| All | +30.8% | +16.0% | +14.8% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling