+1,008.9%
BE vs AZN
+162.9%
+845.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.3% | +10.4% |
| 7D | +29.8% | -1.5% | +31.3% | +30.6% |
| 30D | +26.4% | -0.9% | +27.2% | +26.6% |
| 3M | +9.3% | -11.8% | +21.2% | +14.2% |
| 6M | +105.1% | -17.6% | +122.7% | +121.8% |
| YTD | +219.0% | -12.0% | +231.1% | +230.1% |
| 1Y | +418.8% | -0.9% | +419.6% | +397.4% |
| 3Y | +1,784.6% | +23.7% | +1,760.9% | +1,467.3% |
| 5Y | +1,251.0% | +54.5% | +1,196.4% | +859.2% |
| All | +1,008.9% | +162.9% | +845.9% | +517.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling