+16.4%
AZN vs BROS
-18.6%
+35.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.7% |
| 7D | +11.5% | +2.5% | +9.0% | +11.3% |
| 30D | +20.8% | +15.1% | +5.7% | +19.5% |
| 3M | +21.5% | -31.4% | +52.8% | +24.4% |
| 6M | +3.0% | -22.6% | +25.6% | +4.2% |
| YTD | +3.9% | -28.1% | +32.0% | +5.6% |
| 1Y | +16.4% | -20.3% | +36.7% | +17.2% |
| All | +16.4% | -18.6% | +35.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling