+534.2%
AZN vs BIL
+30.4%
+503.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | 0.0% | +0.1% | -0.1% | +0.2% |
| 30D | +0.7% | +0.3% | +0.4% | +1.7% |
| 3M | -10.5% | +0.9% | -11.5% | -8.1% |
| 6M | -19.3% | +1.8% | -21.1% | -15.1% |
| YTD | -10.6% | +2.4% | -13.0% | -4.4% |
| 1Y | +0.5% | +3.7% | -3.2% | +11.3% |
| 3Y | +25.9% | +14.2% | +11.7% | +84.3% |
| 5Y | +52.4% | +19.4% | +33.0% | +155.9% |
| 10Y | +220.8% | +25.2% | +195.6% | +533.4% |
| All | +534.2% | +30.4% | +503.9% | +1,149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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