+339.2%
GLW vs AZN
+53.8%
+285.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -1.1% | +8.8% | +7.9% |
| 30D | -18.8% | +13.8% | -32.7% | -20.0% |
| 3M | -27.7% | +17.3% | -45.0% | -29.2% |
| 6M | -44.4% | -1.7% | -42.7% | -43.6% |
| YTD | +31.3% | +1.4% | +29.9% | +32.3% |
| 1Y | +40.0% | +5.2% | +34.9% | +39.7% |
| 3Y | +339.2% | +52.6% | +286.6% | +296.6% |
| All | +339.2% | +53.8% | +285.4% | +296.6% |
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