+8.1%
GOOGL vs AZN
-17.5%
+25.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -2.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.6% |
| 30D | -7.5% | -3.1% | -4.4% | -7.1% |
| 3M | -9.2% | -14.4% | +5.3% | -6.4% |
| 6M | +8.1% | -19.5% | +27.6% | +14.7% |
| All | +8.1% | -17.5% | +25.6% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling