+13.8%
VRT vs AZN
+18.4%
-4.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.8% | -15.7% | -12.6% |
| 7D | -15.4% | +11.5% | -26.9% | -14.8% |
| 30D | -19.0% | +20.8% | -39.7% | -18.7% |
| 3M | -23.8% | +21.5% | -45.3% | -23.8% |
| 6M | -37.9% | +3.0% | -40.9% | -36.5% |
| YTD | +27.0% | +3.9% | +23.1% | +32.7% |
| 1Y | +13.8% | +16.4% | -2.6% | +22.2% |
| All | +13.8% | +18.4% | -4.6% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling