+866.7%
AZN vs BLK
+12,998.0%
-12,131.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -1.6% | -3.3% | +1.8% | -0.8% |
| 30D | +1.1% | -6.5% | +7.6% | +2.6% |
| 3M | -12.1% | +6.7% | -18.9% | -13.7% |
| 6M | -17.1% | +14.7% | -31.9% | -20.0% |
| YTD | -12.0% | +2.5% | -14.5% | -13.1% |
| 1Y | -0.2% | -2.8% | +2.6% | -0.5% |
| 3Y | +26.8% | +65.9% | -39.1% | +10.8% |
| 5Y | +56.9% | +33.0% | +23.9% | +41.9% |
| 10Y | +226.7% | +281.2% | -54.5% | +127.8% |
| All | +866.7% | +12,998.0% | -12,131.3% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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