+657.6%
AZN vs BIDU
+1,272.6%
-614.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -3.1% | -5.2% | +2.1% | -2.6% |
| 30D | +0.6% | -14.5% | +15.0% | +2.1% |
| 3M | -10.8% | -22.9% | +12.1% | -8.7% |
| 6M | -18.1% | -27.8% | +9.7% | -15.9% |
| YTD | -12.3% | -30.7% | +18.4% | -9.7% |
| 1Y | -0.2% | -15.8% | +15.6% | +0.1% |
| 3Y | +23.4% | -33.2% | +56.6% | +24.7% |
| 5Y | +56.4% | -44.8% | +101.2% | +55.4% |
| 10Y | +225.7% | -50.3% | +275.9% | +212.2% |
| All | +657.6% | +1,272.6% | -614.9% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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