+17.7%
STM vs AZN
+54.9%
-37.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -1.1% | -3.1% | +2.1% | -0.1% |
| 30D | -7.8% | +0.6% | -8.4% | -8.1% |
| 3M | -28.2% | -10.8% | -17.4% | -26.3% |
| 6M | +52.0% | -18.1% | +70.1% | +60.7% |
| YTD | +96.4% | -12.3% | +108.7% | +102.0% |
| 1Y | +98.8% | -0.2% | +99.0% | +94.1% |
| 3Y | +18.3% | +23.4% | -5.1% | +4.4% |
| 5Y | +17.7% | +56.4% | -38.7% | -4.4% |
| All | +17.7% | +54.9% | -37.1% | -4.4% |
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 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