-0.3%
BA vs AZN
+53.9%
-54.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.5% | -1.5% | +4.0% | +2.8% |
| 30D | -10.1% | -0.9% | -9.3% | -10.0% |
| 3M | -2.4% | -11.8% | +9.4% | +0.4% |
| 6M | -8.8% | -17.6% | +8.8% | -4.4% |
| YTD | -2.9% | -12.0% | +9.1% | -0.4% |
| 1Y | -8.8% | -0.9% | -7.9% | -9.8% |
| 3Y | -0.3% | +23.7% | -23.9% | -9.9% |
| 5Y | -0.3% | +54.5% | -54.8% | -16.7% |
| All | -0.3% | +53.9% | -54.2% | -16.7% |
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