+71.1%
BA vs AZN
+222.4%
-151.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | -12.2% | +0.6% | -12.8% | -12.4% |
| 3M | -2.0% | -10.8% | +8.8% | +0.8% |
| 6M | -6.0% | -18.1% | +12.2% | -0.6% |
| YTD | -5.7% | -12.3% | +6.6% | -2.8% |
| 1Y | -10.0% | -0.2% | -9.8% | -11.3% |
| 3Y | -3.1% | +23.4% | -26.4% | -12.5% |
| 5Y | -2.6% | +56.4% | -59.0% | -20.1% |
| All | +71.1% | +222.4% | -151.3% | +23.4% |
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 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