+75.6%
BAC vs AZN
+54.9%
+20.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -0.3% | -3.1% | +2.9% | +0.3% |
| 30D | -1.8% | +0.6% | -2.3% | -1.9% |
| 3M | +15.3% | -10.8% | +26.1% | +17.2% |
| 6M | +30.2% | -18.1% | +48.3% | +34.4% |
| YTD | +15.6% | -12.3% | +27.8% | +17.3% |
| 1Y | +27.5% | -0.2% | +27.7% | +25.7% |
| 3Y | +137.0% | +23.4% | +113.7% | +119.1% |
| 5Y | +75.6% | +56.4% | +19.2% | +59.1% |
| All | +75.6% | +54.9% | +20.7% | +59.1% |
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