+191.2%
VLO vs AZN
+27.6%
+163.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.8% |
| 7D | +4.0% | -3.1% | +7.1% | +3.7% |
| 30D | +19.0% | +0.6% | +18.4% | +19.0% |
| 3M | +50.0% | -10.8% | +60.8% | +48.9% |
| 6M | +79.1% | -18.1% | +97.3% | +77.3% |
| YTD | +140.3% | -12.3% | +152.5% | +137.0% |
| 1Y | +148.3% | -0.2% | +148.5% | +144.5% |
| All | +191.2% | +27.6% | +163.6% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling