+2,545.5%
VRT vs AZN
+150.3%
+2,395.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -9.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.3% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | -9.2% | -14.4% | +5.3% | -5.8% |
| 6M | -0.5% | -19.5% | +19.0% | +5.2% |
| YTD | +62.3% | -13.8% | +76.1% | +68.1% |
| 1Y | +109.6% | -2.4% | +111.9% | +108.5% |
| 3Y | +573.1% | +21.3% | +551.8% | +512.6% |
| 5Y | +953.6% | +53.6% | +900.0% | +761.8% |
| All | +2,545.5% | +150.3% | +2,395.2% | +1,804.3% |
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