+1,765.5%
GE vs AZN
+4,360.5%
-2,595.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | -1.2% | -2.9% | +1.7% | -0.3% |
| 30D | -11.3% | -3.1% | -8.2% | -10.4% |
| 3M | -1.4% | -14.4% | +13.0% | +3.1% |
| 6M | +1.2% | -19.5% | +20.7% | +7.9% |
| YTD | +5.9% | -13.8% | +19.7% | +10.3% |
| 1Y | +18.4% | -2.4% | +20.8% | +18.0% |
| 3Y | +271.0% | +21.3% | +249.7% | +239.6% |
| 5Y | +417.9% | +53.6% | +364.3% | +332.3% |
| 10Y | +152.0% | +220.1% | -68.2% | +59.5% |
| All | +1,765.5% | +4,360.5% | -2,595.0% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling