+91.7%
BKNG vs AZN
+55.3%
+36.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -10.7% | -3.1% | -7.5% | -9.9% |
| 30D | -18.1% | +0.6% | -18.7% | -18.2% |
| 3M | +8.5% | -10.8% | +19.3% | +11.3% |
| 6M | -0.1% | -18.1% | +18.1% | +4.5% |
| YTD | -18.2% | -12.3% | -6.0% | -16.1% |
| 1Y | -19.9% | -0.2% | -19.7% | -20.5% |
| 3Y | +41.6% | +23.4% | +18.3% | +30.1% |
| All | +91.7% | +55.3% | +36.3% | +58.1% |
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