+96.5%
STM vs AZN
+18.4%
+78.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.8% | -8.8% | -5.7% |
| 7D | -6.0% | +11.5% | -17.5% | -5.1% |
| 30D | -20.9% | +20.8% | -41.7% | -20.1% |
| 3M | -15.8% | +21.5% | -37.2% | -14.9% |
| 6M | -17.0% | +3.0% | -20.1% | -14.9% |
| YTD | +76.8% | +3.9% | +72.9% | +78.2% |
| 1Y | +96.5% | +16.4% | +80.1% | +97.6% |
| All | +96.5% | +18.4% | +78.1% | +97.6% |
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