+2.5%
SPGI vs AZN
+52.2%
-49.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -2.1% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | +2.0% | -3.1% | +5.1% | +2.8% |
| 3M | +4.3% | -14.4% | +18.8% | +7.9% |
| 6M | -0.2% | -19.5% | +19.3% | +4.6% |
| YTD | -14.8% | -13.8% | -1.0% | -12.6% |
| 1Y | -18.5% | -2.4% | -16.2% | -19.6% |
| 3Y | +16.0% | +21.3% | -5.3% | +5.5% |
| All | +2.5% | +52.2% | -49.8% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling