+376.1%
GLW vs AZN
+54.9%
+321.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | +11.7% | -3.1% | +14.8% | +12.4% |
| 30D | +2.7% | +0.6% | +2.1% | +2.3% |
| 3M | -2.8% | -10.8% | +8.0% | -1.0% |
| 6M | +20.2% | -18.1% | +38.3% | +25.5% |
| YTD | +87.3% | -12.3% | +99.5% | +91.7% |
| 1Y | +119.6% | -0.2% | +119.8% | +116.7% |
| 3Y | +453.7% | +23.4% | +430.3% | +411.4% |
| 5Y | +376.1% | +56.4% | +319.7% | +315.8% |
| All | +376.1% | +54.9% | +321.2% | +315.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling