-0.3%
BA vs AZN
+23.5%
-23.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | -10.1% | -0.9% | -9.3% | -10.0% |
| 3M | -2.4% | -11.8% | +9.4% | -0.6% |
| 6M | -8.8% | -17.6% | +8.8% | -6.1% |
| YTD | -2.9% | -12.0% | +9.1% | -1.2% |
| 1Y | -8.8% | -0.9% | -7.9% | -9.0% |
| 3Y | -0.3% | +23.7% | -23.9% | -5.6% |
| All | -0.3% | +23.5% | -23.7% | -5.6% |
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