-35.3%
BABA vs AZN
+18.4%
-53.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +5.0% |
| 7D | +4.3% | +11.5% | -7.2% | +4.9% |
| 30D | -5.0% | +20.8% | -25.7% | -4.1% |
| 3M | -18.4% | +21.5% | -39.8% | -17.4% |
| 6M | -20.3% | +3.0% | -23.3% | -20.5% |
| YTD | -27.5% | +3.9% | -31.4% | -26.4% |
| 1Y | -35.3% | +16.4% | -51.7% | -32.8% |
| All | -35.3% | +18.4% | -53.7% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling