+478.1%
GLW vs AZN
+25.4%
+452.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | +16.9% | -2.9% | +19.8% | +17.3% |
| 30D | +7.0% | -3.1% | +10.1% | +7.4% |
| 3M | -3.0% | -14.4% | +11.5% | -0.2% |
| 6M | +31.0% | -19.5% | +50.5% | +37.3% |
| YTD | +93.4% | -13.8% | +107.2% | +98.6% |
| 1Y | +134.7% | -2.4% | +137.1% | +132.8% |
| All | +478.1% | +25.4% | +452.6% | +437.6% |
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