+25.8%
AZN vs BTSG
+389.4%
-363.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.4% |
| 30D | +1.1% | -1.6% | +2.6% | +1.1% |
| 3M | -12.1% | -6.9% | -5.2% | -12.0% |
| 6M | -17.1% | +42.1% | -59.2% | -19.7% |
| YTD | -12.0% | +56.8% | -68.8% | -15.3% |
| 1Y | -0.2% | +109.8% | -110.0% | -6.1% |
| All | +25.8% | +389.4% | -363.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling