+588.7%
VLO vs AZN
+55.9%
+532.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.3% | -1.6% | +6.9% | +5.4% |
| 30D | +18.2% | +1.1% | +17.2% | +18.1% |
| 3M | +53.3% | -12.1% | +65.5% | +54.2% |
| 6M | +70.4% | -17.1% | +87.6% | +71.9% |
| YTD | +143.4% | -12.0% | +155.4% | +143.1% |
| 1Y | +153.0% | -0.2% | +153.2% | +148.8% |
| 3Y | +195.0% | +26.8% | +168.2% | +176.8% |
| All | +588.7% | +55.9% | +532.8% | +562.8% |
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