+53.2%
AZN vs BROS
+38.3%
+14.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -2.9% | -6.6% | +3.7% | -2.5% |
| 30D | -3.1% | -12.3% | +9.3% | -2.4% |
| 3M | -14.4% | -22.2% | +7.8% | -13.5% |
| 6M | -19.5% | -14.3% | -5.2% | -19.2% |
| YTD | -13.8% | -26.6% | +12.8% | -12.8% |
| 1Y | -2.4% | -31.5% | +29.1% | -1.0% |
| 3Y | +21.3% | +62.3% | -41.0% | +14.4% |
| All | +53.2% | +38.3% | +14.9% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling