+916.4%
VRT vs AZN
+54.9%
+861.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.0% |
| 7D | -7.7% | -3.1% | -4.6% | -7.0% |
| 30D | -12.0% | +0.6% | -12.5% | -12.2% |
| 3M | -11.7% | -10.8% | -0.9% | -9.9% |
| 6M | -8.1% | -18.1% | +10.0% | -3.5% |
| YTD | +53.2% | -12.3% | +65.5% | +57.7% |
| 1Y | +81.7% | -0.2% | +81.9% | +79.8% |
| 3Y | +535.3% | +23.4% | +511.9% | +478.6% |
| 5Y | +916.4% | +56.4% | +860.0% | +708.9% |
| All | +916.4% | +54.9% | +861.5% | +708.9% |
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