+139.3%
GS vs AZN
+61.4%
+78.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -2.4% | +16.4% | -18.8% | -5.1% |
| 3M | -15.7% | +15.7% | -31.5% | -18.0% |
| 6M | -6.8% | +0.8% | -7.6% | -7.3% |
| YTD | -0.1% | +2.5% | -2.5% | -1.3% |
| 1Y | +12.1% | +12.4% | -0.3% | +8.2% |
| 3Y | +185.8% | +53.4% | +132.3% | +150.3% |
| All | +139.3% | +61.4% | +78.0% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling