+123.8%
STX vs AZN
+18.4%
+105.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -7.2% |
| 7D | -20.2% | +11.5% | -31.7% | -17.3% |
| 30D | -37.2% | +20.8% | -58.0% | -33.7% |
| 3M | -34.1% | +21.5% | -55.5% | -30.2% |
| 6M | -24.5% | +3.0% | -27.5% | -21.3% |
| YTD | +102.9% | +3.9% | +99.1% | +107.4% |
| 1Y | +123.8% | +16.4% | +107.4% | +122.4% |
| All | +123.8% | +18.4% | +105.4% | +122.4% |
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 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