+13,245.4%
GOOG vs AZN
+701.1%
+12,544.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -2.5% | -3.1% | +0.6% | -1.5% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | -6.4% | -10.8% | +4.4% | -3.5% |
| 6M | +7.8% | -18.1% | +25.9% | +14.3% |
| YTD | +5.5% | -12.3% | +17.8% | +8.8% |
| 1Y | +38.3% | -0.2% | +38.5% | +36.0% |
| 3Y | +143.1% | +23.4% | +119.7% | +117.7% |
| 5Y | +135.0% | +56.4% | +78.6% | +89.0% |
| 10Y | +778.1% | +225.7% | +552.4% | +415.7% |
| All | +13,245.4% | +701.1% | +12,544.3% | +5,400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling