-20.9%
VST vs AZN
+0.4%
-21.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | +0.7% | +5.5% | +6.2% |
| 3M | -2.7% | -10.5% | +7.8% | -1.9% |
| 6M | -8.4% | -19.3% | +10.9% | -5.8% |
| YTD | -7.2% | -10.6% | +3.4% | -5.9% |
| 1Y | -20.9% | +0.5% | -21.4% | -20.3% |
| All | -20.9% | +0.4% | -21.3% | -20.3% |
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 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