+57.7%
AZN vs BRKR
-39.7%
+97.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | -8.7% | +7.1% | -0.5% |
| 30D | +1.1% | -9.9% | +10.9% | +2.3% |
| 3M | -12.1% | -3.1% | -9.0% | -12.6% |
| 6M | -17.1% | +45.5% | -62.6% | -22.8% |
| YTD | -12.0% | +13.7% | -25.7% | -15.3% |
| 1Y | -0.2% | +67.4% | -67.7% | -9.8% |
| 3Y | +26.8% | -13.2% | +40.0% | +22.7% |
| All | +57.7% | -39.7% | +97.5% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling