+28.2%
BABA vs AZN
+211.5%
-183.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.7% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -11.9% | +0.7% | -12.6% | -12.1% |
| 3M | -9.3% | -10.5% | +1.2% | -7.0% |
| 6M | -14.2% | -19.3% | +5.0% | -9.1% |
| YTD | -22.0% | -10.6% | -11.4% | -20.4% |
| 1Y | -12.7% | +0.5% | -13.2% | -14.7% |
| 3Y | +26.7% | +25.9% | +0.8% | +13.0% |
| 5Y | -29.3% | +52.4% | -81.7% | -41.4% |
| 10Y | +21.2% | +220.8% | -199.6% | -24.4% |
| All | +28.2% | +211.5% | -183.4% | -23.4% |
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