+4,674.2%
AZN vs BAX
+578.0%
+4,096.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -0.9% |
| 30D | -0.9% | -9.7% | +8.9% | +1.6% |
| 3M | -11.8% | +29.3% | -41.1% | -17.9% |
| 6M | -17.6% | +40.7% | -58.3% | -25.2% |
| YTD | -12.0% | +30.3% | -42.3% | -19.2% |
| 1Y | -0.9% | +3.4% | -4.3% | -4.0% |
| 3Y | +23.7% | -32.0% | +55.7% | +29.6% |
| 5Y | +54.5% | -66.9% | +121.4% | +92.1% |
| 10Y | +218.2% | -37.1% | +255.2% | +226.9% |
| All | +4,674.2% | +578.0% | +4,096.2% | +3,172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling