+438.8%
GS vs AZN
+339.5%
+99.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -1.1% | +6.9% | +6.1% |
| 30D | +4.3% | +13.8% | -9.5% | +1.1% |
| 3M | -11.7% | +17.3% | -29.0% | -15.0% |
| 6M | -3.2% | -1.7% | -1.4% | -3.4% |
| YTD | +5.8% | +1.4% | +4.4% | +4.4% |
| 1Y | +16.0% | +5.2% | +10.9% | +13.3% |
| 3Y | +199.8% | +52.6% | +147.1% | +161.1% |
| 5Y | +155.5% | +72.9% | +82.7% | +112.2% |
| All | +438.8% | +339.5% | +99.4% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling