+57.7%
AZN vs BWA
+87.2%
-29.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | -1.6% | -1.3% | -0.2% | -1.4% |
| 30D | +1.1% | -2.9% | +4.0% | +1.4% |
| 3M | -12.1% | -10.7% | -1.4% | -10.9% |
| 6M | -17.1% | +26.5% | -43.6% | -20.6% |
| YTD | -12.0% | +49.1% | -61.1% | -17.7% |
| 1Y | -0.2% | +52.1% | -52.3% | -7.1% |
| 3Y | +26.8% | +72.6% | -45.8% | +14.7% |
| All | +57.7% | +87.2% | -29.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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