-13.6%
BKNG vs AZN
+18.4%
-32.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +8.9% |
| 7D | +15.6% | +11.5% | +4.1% | +11.6% |
| 30D | +8.0% | +20.8% | -12.8% | +1.7% |
| 3M | -11.8% | +21.5% | -33.2% | -16.7% |
| 6M | +3.8% | +3.0% | +0.7% | +0.9% |
| YTD | -19.6% | +3.9% | -23.5% | -23.2% |
| 1Y | -13.6% | +16.4% | -30.0% | -19.8% |
| All | -13.6% | +18.4% | -32.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling