+89.6%
VRT vs AZN
+0.1%
+89.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -8.4% | -1.6% | -6.8% | -8.1% |
| 30D | -10.9% | +1.1% | -11.9% | -11.2% |
| 3M | -13.7% | -12.1% | -1.6% | -11.4% |
| 6M | -4.1% | -17.1% | +13.0% | +2.5% |
| YTD | +58.7% | -12.0% | +70.7% | +64.8% |
| 1Y | +89.6% | -0.2% | +89.8% | +84.5% |
| All | +89.6% | +0.1% | +89.5% | +84.5% |
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