+23.6%
AZN vs GEHC
+2.1%
+21.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.6% | -7.2% | +5.6% | -0.4% |
| 30D | +1.1% | -11.6% | +12.6% | +3.1% |
| 3M | -12.1% | -0.8% | -11.3% | -12.2% |
| 6M | -17.1% | -11.9% | -5.2% | -15.9% |
| YTD | -12.0% | -21.9% | +10.0% | -9.0% |
| 1Y | -0.2% | -17.8% | +17.6% | +2.2% |
| 3Y | +26.8% | -3.5% | +30.3% | +25.0% |
| All | +23.6% | +2.1% | +21.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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