+145.8%
GOOG vs AZN
+28.0%
+117.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.1% |
| 3M | -5.9% | -12.1% | +6.3% | -4.6% |
| 6M | +8.9% | -17.1% | +26.0% | +11.1% |
| YTD | +7.1% | -12.0% | +19.1% | +8.4% |
| 1Y | +39.7% | -0.2% | +39.9% | +39.6% |
| 3Y | +145.8% | +26.8% | +119.1% | +144.6% |
| All | +145.8% | +28.0% | +117.8% | +144.6% |
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