+409.4%
GE vs AZN
+55.9%
+353.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.0% | -1.6% | -2.4% | -3.6% |
| 30D | -11.4% | +1.1% | -12.5% | -11.7% |
| 3M | -2.6% | -12.1% | +9.5% | +0.4% |
| 6M | -0.3% | -17.1% | +16.8% | +4.5% |
| YTD | +5.4% | -12.0% | +17.3% | +8.6% |
| 1Y | +15.5% | -0.2% | +15.8% | +15.0% |
| 3Y | +260.8% | +26.8% | +234.0% | +229.3% |
| All | +409.4% | +55.9% | +353.5% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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