+60.7%
BMY vs AZN
+223.4%
-162.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.8% | -1.6% | -3.2% | -4.2% |
| 30D | -0.1% | +1.1% | -1.1% | -0.5% |
| 3M | +13.1% | -12.1% | +25.2% | +18.2% |
| 6M | +8.4% | -17.1% | +25.5% | +15.7% |
| YTD | +22.0% | -12.0% | +33.9% | +27.2% |
| 1Y | +40.3% | -0.2% | +40.5% | +39.6% |
| 3Y | +20.5% | +26.8% | -6.3% | +8.6% |
| 5Y | +23.7% | +56.9% | -33.2% | +0.4% |
| All | +60.7% | +223.4% | -162.7% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling