-53.6%
BSX vs AZN
+18.4%
-72.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +5.0% |
| 7D | +8.0% | +11.5% | -3.5% | +6.7% |
| 30D | +8.1% | +20.8% | -12.7% | +5.9% |
| 3M | -6.7% | +21.5% | -28.1% | -8.4% |
| 6M | -19.4% | +3.0% | -22.4% | -19.7% |
| YTD | -51.9% | +3.9% | -55.8% | -51.7% |
| 1Y | -53.6% | +16.4% | -70.1% | -55.0% |
| All | -53.6% | +18.4% | -72.0% | -55.0% |
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 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