+550.2%
AZN vs GNRC
+2,082.9%
-1,532.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | 0.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +1.1% | -15.7% | +16.8% | +2.8% |
| 3M | -12.1% | -27.3% | +15.2% | -9.5% |
| 6M | -17.1% | -12.1% | -5.1% | -17.0% |
| YTD | -12.0% | +37.1% | -49.1% | -16.4% |
| 1Y | -0.2% | -0.5% | +0.2% | -2.1% |
| 3Y | +26.8% | +61.5% | -34.7% | +15.3% |
| 5Y | +56.9% | -58.6% | +115.5% | +62.7% |
| 10Y | +226.7% | +446.3% | -219.5% | +123.6% |
| All | +550.2% | +2,082.9% | -1,532.7% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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