+216.5%
AZN vs BP
+137.7%
+78.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +5.2% | -6.8% | -2.4% |
| 30D | +1.1% | +8.7% | -7.7% | -0.4% |
| 3M | -12.1% | +9.3% | -21.5% | -13.6% |
| 6M | -17.1% | +13.6% | -30.7% | -19.4% |
| YTD | -12.0% | +37.7% | -49.6% | -17.5% |
| 1Y | -0.2% | +40.6% | -40.9% | -7.0% |
| 3Y | +26.8% | +40.3% | -13.6% | +16.9% |
| 5Y | +56.9% | +141.4% | -84.5% | +28.6% |
| All | +216.5% | +137.7% | +78.8% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling