+4,581.7%
AZN vs BBWI
+653.1%
+3,928.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.2% |
| 7D | -2.9% | -4.4% | +1.5% | -2.4% |
| 30D | -3.1% | -7.4% | +4.3% | -2.4% |
| 3M | -14.4% | -2.2% | -12.2% | -14.7% |
| 6M | -19.5% | -16.3% | -3.2% | -18.6% |
| YTD | -13.8% | -9.1% | -4.6% | -13.9% |
| 1Y | -2.4% | -34.5% | +32.1% | +0.6% |
| 3Y | +21.3% | -47.0% | +68.2% | +24.7% |
| 5Y | +53.6% | -68.8% | +122.5% | +64.0% |
| 10Y | +220.1% | -57.4% | +277.5% | +196.5% |
| All | +4,581.7% | +653.1% | +3,928.6% | +2,342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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