+16,011.1%
STX vs AZN
+952.6%
+15,058.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.8% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +1.4% | +0.7% | +0.6% | +0.8% |
| 3M | -8.2% | -10.5% | +2.3% | -6.1% |
| 6M | +127.0% | -19.3% | +146.3% | +140.5% |
| YTD | +209.1% | -10.6% | +219.7% | +214.9% |
| 1Y | +365.4% | +0.5% | +364.9% | +353.9% |
| 3Y | +1,135.4% | +25.9% | +1,109.5% | +988.9% |
| 5Y | +991.5% | +52.4% | +939.1% | +776.8% |
| 10Y | +3,695.8% | +220.8% | +3,475.0% | +2,057.6% |
| All | +16,011.1% | +952.6% | +15,058.4% | +5,278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling