+4,678.0%
AZN vs BDX
+4,139.8%
+538.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -12.1% | +21.4% | -33.5% | -16.9% |
| 6M | -17.1% | +10.4% | -27.6% | -19.7% |
| YTD | -12.0% | +18.8% | -30.8% | -16.4% |
| 1Y | -0.2% | +21.7% | -21.9% | -5.8% |
| 3Y | +26.8% | -10.0% | +36.7% | +27.8% |
| 5Y | +56.9% | -1.8% | +58.7% | +53.4% |
| 10Y | +226.7% | +58.8% | +168.0% | +175.0% |
| All | +4,678.0% | +4,139.8% | +538.2% | +1,975.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling