+26.8%
AZN vs BAX
-35.4%
+62.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -1.6% | -7.9% | +6.3% | -0.3% |
| 30D | +1.1% | -11.7% | +12.7% | +2.9% |
| 3M | -12.1% | +16.2% | -28.3% | -14.9% |
| 6M | -17.1% | +32.0% | -49.1% | -21.6% |
| YTD | -12.0% | +24.7% | -36.7% | -16.5% |
| 1Y | -0.2% | -2.6% | +2.4% | -1.4% |
| 3Y | +26.8% | -35.0% | +61.7% | +30.3% |
| All | +26.8% | -35.4% | +62.1% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling