+1,092.8%
STX vs AZN
+54.9%
+1,037.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +8.0% | -3.1% | +11.1% | +8.4% |
| 30D | +5.1% | +0.6% | +4.5% | +4.8% |
| 3M | +5.8% | -10.8% | +16.6% | +6.9% |
| 6M | +124.9% | -18.1% | +143.1% | +132.0% |
| YTD | +213.9% | -12.3% | +226.2% | +217.6% |
| 1Y | +350.4% | -0.2% | +350.6% | +340.7% |
| 3Y | +1,314.2% | +23.4% | +1,290.9% | +1,196.8% |
| 5Y | +1,092.8% | +56.4% | +1,036.4% | +933.4% |
| All | +1,092.8% | +54.9% | +1,037.9% | +933.4% |
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