-35.7%
BABA vs AZN
+62.1%
-97.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | -8.4% | +17.1% | -25.5% | -12.7% |
| 3M | -20.6% | +16.8% | -37.4% | -24.4% |
| 6M | -25.4% | +2.0% | -27.4% | -26.6% |
| YTD | -30.1% | +1.9% | -32.0% | -31.6% |
| 1Y | -36.3% | +5.2% | -41.5% | -38.5% |
| 3Y | +30.4% | +54.8% | -24.4% | +4.0% |
| 5Y | -35.7% | +62.4% | -98.2% | -49.2% |
| All | -35.7% | +62.1% | -97.9% | -49.2% |
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