+15.3%
BABA vs AZN
+216.9%
-201.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.3% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -17.3% | -3.1% | -14.3% | -16.6% |
| 3M | -7.8% | -14.4% | +6.7% | -4.2% |
| 6M | -16.8% | -19.5% | +2.7% | -11.9% |
| YTD | -24.7% | -13.8% | -10.9% | -22.4% |
| 1Y | -24.9% | -2.4% | -22.6% | -26.0% |
| 3Y | +29.1% | +21.3% | +7.8% | +16.7% |
| 5Y | -30.5% | +53.6% | -84.2% | -42.2% |
| All | +15.3% | +216.9% | -201.6% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling