+282.6%
SPGI vs AZN
+222.4%
+60.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.4% |
| 7D | -8.9% | -3.1% | -5.8% | -8.0% |
| 30D | +0.6% | +0.6% | +0.1% | +0.5% |
| 3M | +2.0% | -10.8% | +12.8% | +5.1% |
| 6M | +0.1% | -18.1% | +18.2% | +5.9% |
| YTD | -16.4% | -12.3% | -4.1% | -14.0% |
| 1Y | -18.9% | -0.2% | -18.7% | -20.5% |
| 3Y | +13.8% | +23.4% | -9.6% | +1.8% |
| 5Y | +0.5% | +56.4% | -55.8% | -19.0% |
| All | +282.6% | +222.4% | +60.2% | +159.4% |
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