+136.4%
BAC vs AZN
+25.4%
+111.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +0.7% |
| 7D | +0.6% | -2.9% | +3.5% | +1.0% |
| 30D | -1.4% | -3.1% | +1.7% | -1.0% |
| 3M | +15.7% | -14.4% | +30.2% | +17.6% |
| 6M | +32.2% | -19.5% | +51.7% | +35.3% |
| YTD | +15.8% | -13.8% | +29.5% | +17.0% |
| 1Y | +27.3% | -2.4% | +29.7% | +26.3% |
| All | +136.4% | +25.4% | +111.0% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling