+22,369.0%
VLO vs AZN
+4,448.6%
+17,920.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.8% |
| 7D | +5.8% | -1.5% | +7.3% | +6.2% |
| 30D | +28.3% | -0.9% | +29.2% | +28.5% |
| 3M | +48.7% | -11.8% | +60.6% | +53.4% |
| 6M | +71.9% | -17.6% | +89.5% | +79.9% |
| YTD | +138.7% | -12.0% | +150.7% | +143.7% |
| 1Y | +148.5% | -0.9% | +149.3% | +143.2% |
| 3Y | +192.7% | +23.7% | +169.0% | +161.2% |
| 5Y | +601.6% | +54.5% | +547.1% | +469.6% |
| 10Y | +900.2% | +218.2% | +682.0% | +512.4% |
| All | +22,369.0% | +4,448.6% | +17,920.4% | +8,121.8% |
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 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