+650.8%
AZN vs BG
+1,169.9%
-519.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -1.6% | +3.1% | -4.7% | -2.1% |
| 30D | +1.1% | +10.2% | -9.2% | -0.6% |
| 3M | -12.1% | -1.7% | -10.5% | -12.1% |
| 6M | -17.1% | +1.0% | -18.1% | -17.7% |
| YTD | -12.0% | +39.9% | -51.9% | -17.1% |
| 1Y | -0.2% | +53.2% | -53.4% | -7.7% |
| 3Y | +26.8% | +16.3% | +10.5% | +21.3% |
| 5Y | +56.9% | +83.9% | -27.0% | +37.0% |
| 10Y | +226.7% | +165.1% | +61.6% | +155.9% |
| All | +650.8% | +1,169.9% | -519.1% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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