+1.2%
GE vs AZN
-17.5%
+18.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.3% |
| 7D | -1.2% | -2.9% | +1.7% | -0.5% |
| 30D | -11.3% | -3.1% | -8.2% | -10.5% |
| 3M | -1.4% | -14.4% | +13.0% | +3.3% |
| 6M | +1.2% | -19.5% | +20.7% | +11.2% |
| All | +1.2% | -17.5% | +18.8% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling