+343.3%
SPGI vs AZN
+339.5%
+3.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.2% | -1.1% | +2.3% | +1.6% |
| 30D | +15.9% | +13.8% | +2.1% | +11.2% |
| 3M | +12.3% | +17.3% | -5.0% | +6.6% |
| 6M | +23.7% | -1.7% | +25.4% | +23.5% |
| YTD | -3.5% | +1.4% | -4.9% | -5.3% |
| 1Y | +0.4% | +5.2% | -4.8% | -2.7% |
| 3Y | +29.9% | +52.6% | -22.7% | +8.1% |
| 5Y | +15.2% | +72.9% | -57.7% | -10.0% |
| All | +343.3% | +339.5% | +3.9% | +166.2% |
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