+40.3%
BMY vs AZN
+0.1%
+40.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.8% | -1.6% | -3.2% | -4.1% |
| 30D | -0.1% | +1.1% | -1.1% | -0.5% |
| 3M | +13.1% | -12.1% | +25.2% | +19.8% |
| 6M | +8.4% | -17.1% | +25.5% | +18.0% |
| YTD | +22.0% | -12.0% | +33.9% | +28.3% |
| 1Y | +40.3% | -0.2% | +40.5% | +38.3% |
| All | +40.3% | +0.1% | +40.2% | +38.3% |
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