+149.6%
GOOGL vs AZN
+28.0%
+121.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -1.4% | +1.1% | -2.5% | -1.5% |
| 3M | -5.3% | -12.1% | +6.8% | -4.1% |
| 6M | +9.8% | -17.1% | +26.9% | +12.0% |
| YTD | +8.4% | -12.0% | +20.3% | +9.7% |
| 1Y | +41.2% | -0.2% | +41.4% | +41.2% |
| 3Y | +149.6% | +26.8% | +122.8% | +148.8% |
| All | +149.6% | +28.0% | +121.6% | +148.8% |
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