+57.7%
AZN vs BRO
+17.6%
+40.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -7.3% | +5.8% | -0.1% |
| 30D | +1.1% | -6.9% | +7.9% | +2.4% |
| 3M | -12.1% | +10.7% | -22.8% | -14.1% |
| 6M | -17.1% | -2.7% | -14.4% | -17.1% |
| YTD | -12.0% | -16.3% | +4.3% | -9.2% |
| 1Y | -0.2% | -29.1% | +28.9% | +6.8% |
| 3Y | +26.8% | -7.8% | +34.6% | +26.0% |
| All | +57.7% | +17.6% | +40.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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