+780.7%
GOOG vs AZN
+223.4%
+557.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | -2.0% | +1.1% | -3.0% | -2.3% |
| 3M | -5.9% | -12.1% | +6.3% | -3.0% |
| 6M | +8.9% | -17.1% | +26.0% | +14.0% |
| YTD | +7.1% | -12.0% | +19.1% | +9.8% |
| 1Y | +39.7% | -0.2% | +39.9% | +37.8% |
| 3Y | +145.8% | +26.8% | +119.1% | +121.8% |
| 5Y | +138.6% | +56.9% | +81.7% | +96.6% |
| All | +780.7% | +223.4% | +557.3% | +491.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling