-10.6%
BA vs AZN
+18.4%
-29.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.9% |
| 7D | +5.9% | +11.5% | -5.6% | +4.9% |
| 30D | -8.2% | +20.8% | -28.9% | -9.6% |
| 3M | -25.4% | +21.5% | -46.8% | -26.7% |
| 6M | -20.0% | +3.0% | -23.0% | -19.6% |
| YTD | -18.5% | +3.9% | -22.4% | -17.5% |
| 1Y | -10.6% | +16.4% | -27.0% | -9.4% |
| All | -10.6% | +18.4% | -29.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling