+39.7%
GOOG vs AZN
+0.1%
+39.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -2.0% | +1.1% | -3.0% | -2.0% |
| 3M | -5.9% | -12.1% | +6.3% | -4.5% |
| 6M | +8.9% | -17.1% | +26.0% | +11.4% |
| YTD | +7.1% | -12.0% | +19.1% | +8.8% |
| 1Y | +39.7% | -0.2% | +39.9% | +41.5% |
| All | +39.7% | +0.1% | +39.6% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling