+463.9%
AZN vs GWRE
+741.3%
-277.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.6% | -13.2% | +11.7% | +0.1% |
| 30D | +1.1% | -18.6% | +19.6% | +3.1% |
| 3M | -12.1% | +18.9% | -31.0% | -14.8% |
| 6M | -17.1% | -11.0% | -6.2% | -17.4% |
| YTD | -12.0% | -29.9% | +17.9% | -9.6% |
| 1Y | -0.2% | -44.3% | +44.1% | +5.7% |
| 3Y | +26.8% | +51.7% | -24.9% | +12.8% |
| 5Y | +56.9% | +15.4% | +41.4% | +42.9% |
| 10Y | +226.7% | +129.4% | +97.3% | +161.2% |
| All | +463.9% | +741.3% | -277.5% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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