+26.8%
AZN vs BDX
-10.0%
+36.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | +1.1% | -2.5% | +3.6% | +1.8% |
| 3M | -12.1% | +21.4% | -33.5% | -17.1% |
| 6M | -17.1% | +10.4% | -27.6% | -19.8% |
| YTD | -12.0% | +18.8% | -30.8% | -16.4% |
| 1Y | -0.2% | +21.7% | -21.9% | -6.0% |
| 3Y | +26.8% | -10.0% | +36.7% | +21.8% |
| All | +26.8% | -10.0% | +36.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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