+57.7%
AZN vs BHP
+110.7%
-53.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | -3.6% | +2.1% | -0.9% |
| 30D | +1.1% | -1.2% | +2.2% | +1.2% |
| 3M | -12.1% | +1.2% | -13.3% | -12.6% |
| 6M | -17.1% | +21.4% | -38.6% | -21.0% |
| YTD | -12.0% | +50.4% | -62.4% | -19.9% |
| 1Y | -0.2% | +67.5% | -67.7% | -11.4% |
| 3Y | +26.8% | +72.8% | -46.0% | +10.2% |
| All | +57.7% | +110.7% | -53.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling