+136.0%
GOOG vs AZN
+55.9%
+80.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | -2.0% | +1.1% | -3.0% | -2.1% |
| 3M | -5.9% | -12.1% | +6.3% | -3.9% |
| 6M | +8.9% | -17.1% | +26.0% | +12.4% |
| YTD | +7.1% | -12.0% | +19.1% | +9.0% |
| 1Y | +39.7% | -0.2% | +39.9% | +38.6% |
| 3Y | +145.8% | +26.8% | +119.1% | +129.1% |
| All | +136.0% | +55.9% | +80.2% | +110.5% |
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 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