+392.9%
BAC vs AZN
+223.4%
+169.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -2.8% | +1.1% | -3.8% | -3.1% |
| 3M | +14.2% | -12.1% | +26.4% | +17.1% |
| 6M | +30.5% | -17.1% | +47.7% | +35.5% |
| YTD | +15.8% | -12.0% | +27.8% | +18.1% |
| 1Y | +26.2% | -0.2% | +26.4% | +24.5% |
| 3Y | +136.5% | +26.8% | +109.7% | +116.6% |
| 5Y | +75.9% | +56.9% | +19.1% | +49.9% |
| All | +392.9% | +223.4% | +169.5% | +255.9% |
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 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