+56.4%
AZN vs GEN
+21.5%
+34.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -3.1% | -4.3% | +1.2% | -2.7% |
| 30D | +0.6% | +3.8% | -3.2% | +0.2% |
| 3M | -10.8% | +22.3% | -33.1% | -12.6% |
| 6M | -18.1% | +39.0% | -57.1% | -21.1% |
| YTD | -12.3% | +11.9% | -24.2% | -13.4% |
| 1Y | -0.2% | +4.5% | -4.7% | -0.8% |
| 3Y | +23.4% | +59.0% | -35.6% | +16.5% |
| 5Y | +56.4% | +22.0% | +34.4% | +50.4% |
| All | +56.4% | +21.5% | +34.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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