+1,264.4%
BE vs AZN
+55.9%
+1,208.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.3% | +6.6% |
| 7D | +9.0% | -1.6% | +10.6% | +9.6% |
| 30D | +16.3% | +1.1% | +15.2% | +15.7% |
| 3M | +10.8% | -12.1% | +22.9% | +14.6% |
| 6M | +73.2% | -17.1% | +90.3% | +84.0% |
| YTD | +217.4% | -12.0% | +229.3% | +225.7% |
| 1Y | +309.8% | -0.2% | +310.0% | +291.9% |
| 3Y | +1,726.2% | +26.8% | +1,699.4% | +1,434.4% |
| All | +1,264.4% | +55.9% | +1,208.6% | +1,074.5% |
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