+171.6%
BKR vs AZN
+55.9%
+115.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -7.0% | -1.6% | -5.4% | -6.8% |
| 30D | -8.1% | +1.1% | -9.2% | -8.3% |
| 3M | -6.6% | -12.1% | +5.5% | -5.0% |
| 6M | +0.9% | -17.1% | +18.0% | +3.4% |
| YTD | +31.1% | -12.0% | +43.1% | +32.9% |
| 1Y | +27.7% | -0.2% | +27.9% | +26.6% |
| 3Y | +71.2% | +26.8% | +44.4% | +60.8% |
| All | +171.6% | +55.9% | +115.7% | +160.0% |
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