+632.4%
GEV vs AZN
+24.0%
+608.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | -7.9% | +1.1% | -9.0% | -8.1% |
| 3M | +5.6% | -12.1% | +17.8% | +6.9% |
| 6M | +13.1% | -17.1% | +30.2% | +15.7% |
| YTD | +46.7% | -12.0% | +58.7% | +49.0% |
| 1Y | +51.3% | -0.2% | +51.5% | +51.8% |
| All | +632.4% | +24.0% | +608.5% | +627.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling