+1,751.1%
BA vs AZN
+4,524.2%
-2,773.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.1% |
| 30D | -11.6% | +0.7% | -12.4% | -11.9% |
| 3M | -2.4% | -10.5% | +8.1% | +0.3% |
| 6M | -6.6% | -19.3% | +12.6% | -1.0% |
| YTD | -2.2% | -10.6% | +8.3% | +0.2% |
| 1Y | -8.0% | +0.5% | -8.5% | -9.4% |
| 3Y | -5.0% | +25.9% | -30.9% | -14.0% |
| 5Y | -2.7% | +52.4% | -55.1% | -17.9% |
| 10Y | +75.9% | +220.8% | -145.0% | +15.6% |
| All | +1,751.1% | +4,524.2% | -2,773.1% | +534.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling