+9,656.4%
SYK vs AZN
+4,437.2%
+5,219.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -12.3% | -3.1% | -9.2% | -11.4% |
| 30D | -22.4% | +0.6% | -23.0% | -22.6% |
| 3M | -12.3% | -10.8% | -1.5% | -9.5% |
| 6M | -24.3% | -18.1% | -6.2% | -19.8% |
| YTD | -22.8% | -12.3% | -10.5% | -20.1% |
| 1Y | -28.8% | -0.2% | -28.6% | -29.5% |
| 3Y | -4.0% | +23.4% | -27.3% | -12.1% |
| 5Y | +3.8% | +56.4% | -52.5% | -13.0% |
| 10Y | +172.8% | +225.7% | -52.8% | +77.9% |
| All | +9,656.4% | +4,437.2% | +5,219.2% | +2,521.1% |
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