-20.4%
BA vs AZN
+62.1%
-82.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | -7.9% | +17.1% | -25.0% | -11.6% |
| 3M | -25.2% | +16.8% | -42.0% | -28.3% |
| 6M | -26.7% | +2.0% | -28.7% | -27.4% |
| YTD | -19.6% | +1.9% | -21.5% | -20.6% |
| 1Y | -10.6% | +5.2% | -15.8% | -12.6% |
| 3Y | -11.2% | +54.8% | -66.0% | -25.8% |
| 5Y | -20.4% | +62.4% | -82.9% | -35.7% |
| All | -20.4% | +62.1% | -82.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling