+216.5%
AZN vs BRKR
+155.3%
+61.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | -8.7% | +7.1% | -0.1% |
| 30D | +1.1% | -9.9% | +10.9% | +2.7% |
| 3M | -12.1% | -3.1% | -9.0% | -12.7% |
| 6M | -17.1% | +45.5% | -62.6% | -24.3% |
| YTD | -12.0% | +13.7% | -25.7% | -16.2% |
| 1Y | -0.2% | +67.4% | -67.7% | -12.2% |
| 3Y | +26.8% | -13.2% | +40.0% | +22.0% |
| 5Y | +56.9% | -39.5% | +96.4% | +60.0% |
| All | +216.5% | +155.3% | +61.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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