+22.6%
BAC vs AZN
+69.6%
-47.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | -0.7% | +13.8% | -14.6% | -3.0% |
| 3M | -20.0% | +17.3% | -37.3% | -22.3% |
| 6M | +3.4% | -1.7% | +5.2% | +3.5% |
| YTD | -5.7% | +1.4% | -7.1% | -6.7% |
| 1Y | -1.4% | +5.2% | -6.6% | -3.3% |
| 3Y | +97.9% | +52.6% | +45.3% | +73.2% |
| All | +22.6% | +69.6% | -47.1% | -0.6% |
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 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