-58.8%
BSX vs AZN
+0.1%
-58.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.1% | -1.6% | -8.5% | -10.0% |
| 30D | -16.4% | +1.1% | -17.5% | -16.4% |
| 3M | -8.9% | -12.1% | +3.2% | -7.9% |
| 6M | -38.3% | -17.1% | -21.1% | -37.4% |
| YTD | -54.9% | -12.0% | -42.9% | -54.1% |
| 1Y | -58.8% | -0.2% | -58.6% | -58.1% |
| All | -58.8% | +0.1% | -58.9% | -58.1% |
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