+16.4%
GS vs AZN
+9.4%
+7.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.6% |
| 30D | +1.7% | +17.3% | -15.7% | +1.9% |
| 3M | -11.6% | +15.3% | -26.9% | -11.3% |
| 6M | -1.9% | +2.1% | -4.0% | -2.0% |
| YTD | +5.1% | +2.6% | +2.4% | +5.2% |
| 1Y | +16.4% | +7.9% | +8.6% | +16.5% |
| All | +16.4% | +9.4% | +7.0% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling