+16.4%
AZN vs BAX
+46.0%
-29.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.5% |
| 7D | +11.5% | +4.1% | +7.4% | +11.2% |
| 30D | +20.8% | +9.4% | +11.3% | +19.7% |
| 3M | +21.5% | -6.5% | +27.9% | +22.4% |
| 6M | +3.0% | +59.6% | -56.6% | -4.0% |
| YTD | +3.9% | +38.9% | -35.0% | -2.2% |
| 1Y | +16.4% | +48.0% | -31.6% | +9.1% |
| All | +16.4% | +46.0% | -29.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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