+1,407.2%
BMY vs AZN
+4,360.5%
-2,953.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -4.8% | -2.9% | -1.9% | -3.8% |
| 30D | -0.7% | -3.1% | +2.4% | +0.4% |
| 3M | +15.3% | -14.4% | +29.8% | +21.4% |
| 6M | +8.5% | -19.5% | +28.0% | +16.6% |
| YTD | +23.4% | -13.8% | +37.2% | +29.3% |
| 1Y | +42.9% | -2.4% | +45.3% | +43.3% |
| 3Y | +22.0% | +21.3% | +0.7% | +12.0% |
| 5Y | +24.3% | +53.6% | -29.3% | +3.3% |
| 10Y | +64.6% | +220.1% | -155.6% | +2.9% |
| All | +1,407.2% | +4,360.5% | -2,953.3% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling