+3,343.4%
STX vs AZN
+223.4%
+3,120.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.8% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -5.5% | +1.1% | -6.5% | -5.9% |
| 3M | -4.3% | -12.1% | +7.8% | -2.3% |
| 6M | +115.6% | -17.1% | +132.8% | +123.2% |
| YTD | +202.2% | -12.0% | +214.2% | +207.1% |
| 1Y | +325.3% | -0.2% | +325.5% | +317.1% |
| 3Y | +1,283.9% | +26.8% | +1,257.1% | +1,152.4% |
| 5Y | +1,048.3% | +56.9% | +991.4% | +860.8% |
| All | +3,343.4% | +223.4% | +3,120.0% | +2,336.9% |
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