-14.7%
BA vs AZN
+54.7%
-69.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | -7.9% | +17.1% | -25.0% | -9.7% |
| 3M | -25.2% | +16.8% | -42.0% | -26.7% |
| 6M | -26.7% | +2.0% | -28.7% | -26.9% |
| YTD | -19.6% | +1.9% | -21.5% | -19.8% |
| 1Y | -10.6% | +5.2% | -15.8% | -11.3% |
| All | -14.7% | +54.7% | -69.3% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling