+23.4%
BA vs AZN
+339.3%
-315.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.6% | -1.3% | +0.8% | -0.2% |
| 30D | -8.0% | +18.3% | -26.3% | -12.6% |
| 3M | -25.8% | +16.3% | -42.1% | -29.3% |
| 6M | -27.6% | -0.1% | -27.5% | -28.0% |
| YTD | -21.0% | +1.3% | -22.3% | -22.2% |
| 1Y | -12.3% | +6.2% | -18.5% | -14.9% |
| 3Y | -12.8% | +53.9% | -66.6% | -26.8% |
| 5Y | -22.4% | +72.8% | -95.2% | -38.2% |
| All | +23.4% | +339.3% | -315.9% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling