+1,537.1%
SOXX vs AZN
+223.4%
+1,313.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | +1.4% | -1.6% | +2.9% | +1.8% |
| 30D | -3.6% | +1.1% | -4.6% | -4.1% |
| 3M | -10.2% | -12.1% | +2.0% | -7.4% |
| 6M | +54.2% | -17.1% | +71.4% | +61.9% |
| YTD | +75.2% | -12.0% | +87.2% | +79.5% |
| 1Y | +107.5% | -0.2% | +107.7% | +102.3% |
| 3Y | +226.8% | +26.8% | +200.0% | +186.2% |
| 5Y | +251.2% | +56.9% | +194.3% | +176.3% |
| All | +1,537.1% | +223.4% | +1,313.7% | +938.3% |
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