+654.7%
AZN vs BTG
+373.5%
+281.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.4% |
| 30D | +1.1% | +3.6% | -2.6% | +0.9% |
| 3M | -12.1% | +32.0% | -44.1% | -13.3% |
| 6M | -17.1% | +3.4% | -20.5% | -17.6% |
| YTD | -12.0% | +20.8% | -32.8% | -13.2% |
| 1Y | -0.2% | +22.4% | -22.6% | -1.8% |
| 3Y | +26.8% | +91.7% | -64.9% | +21.6% |
| 5Y | +56.9% | +79.0% | -22.1% | +50.2% |
| 10Y | +226.7% | +152.6% | +74.2% | +205.3% |
| All | +654.7% | +373.5% | +281.1% | +536.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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