+81.0%
BSX vs AZN
+223.4%
-142.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -10.1% | -1.6% | -8.5% | -9.7% |
| 30D | -16.4% | +1.1% | -17.5% | -16.7% |
| 3M | -8.9% | -12.1% | +3.2% | -5.5% |
| 6M | -38.3% | -17.1% | -21.1% | -34.9% |
| YTD | -54.9% | -12.0% | -42.9% | -53.6% |
| 1Y | -58.8% | -0.2% | -58.6% | -59.5% |
| 3Y | -21.2% | +26.8% | -48.0% | -29.8% |
| 5Y | -3.3% | +56.9% | -60.2% | -22.2% |
| All | +81.0% | +223.4% | -142.5% | +16.9% |
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