+56.4%
AZN vs BROS
+35.1%
+21.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | -1.6% | -5.8% | +4.2% | -1.2% |
| 30D | +1.1% | -14.0% | +15.0% | +1.8% |
| 3M | -12.1% | -32.5% | +20.4% | -10.4% |
| 6M | -17.1% | -14.9% | -2.2% | -16.8% |
| YTD | -12.0% | -28.3% | +16.3% | -10.9% |
| 1Y | -0.2% | -34.0% | +33.8% | +1.4% |
| 3Y | +26.8% | +63.0% | -36.2% | +19.5% |
| All | +56.4% | +35.1% | +21.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling