-36.3%
BABA vs AZN
+6.3%
-42.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.6% |
| 30D | -8.4% | +17.1% | -25.5% | -7.7% |
| 3M | -20.6% | +16.8% | -37.4% | -19.9% |
| 6M | -25.4% | +2.0% | -27.4% | -25.7% |
| YTD | -30.1% | +1.9% | -32.0% | -28.9% |
| 1Y | -36.3% | +5.2% | -41.5% | -34.9% |
| All | -36.3% | +6.3% | -42.5% | -34.9% |
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