+500.7%
AZN vs BR
+1,278.7%
-778.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -0.6% |
| 30D | +1.1% | -0.3% | +1.3% | +1.1% |
| 3M | -12.1% | +17.3% | -29.4% | -16.9% |
| 6M | -17.1% | -6.7% | -10.4% | -16.0% |
| YTD | -12.0% | -23.4% | +11.5% | -5.3% |
| 1Y | -0.2% | -32.7% | +32.4% | +11.8% |
| 3Y | +26.8% | -5.9% | +32.7% | +25.5% |
| 5Y | +56.9% | +8.4% | +48.4% | +45.5% |
| 10Y | +226.7% | +189.2% | +37.5% | +107.9% |
| All | +500.7% | +1,278.7% | -778.0% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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