+52.5%
AZN vs FGI
-69.8%
+122.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -1.5% | +5.2% | -6.6% | -1.5% |
| 30D | -0.9% | +65.2% | -66.1% | -0.6% |
| 3M | -11.8% | +30.2% | -42.0% | -11.6% |
| 6M | -17.6% | +87.8% | -105.4% | -17.4% |
| YTD | -12.0% | +32.5% | -44.5% | -11.9% |
| 1Y | -0.9% | +93.6% | -94.5% | -0.4% |
| 3Y | +23.7% | -2.6% | +26.2% | +24.7% |
| All | +52.5% | -69.8% | +122.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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