+1,131.4%
BSX vs AZN
+4,437.2%
-3,305.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.7% |
| 7D | -8.2% | -3.1% | -5.1% | -7.3% |
| 30D | -15.8% | +0.6% | -16.4% | -16.0% |
| 3M | -10.8% | -10.8% | 0.0% | -8.0% |
| 6M | -38.4% | -18.1% | -20.3% | -34.7% |
| YTD | -54.8% | -12.3% | -42.5% | -53.4% |
| 1Y | -59.0% | -0.2% | -58.8% | -59.7% |
| 3Y | -20.0% | +23.4% | -43.3% | -27.6% |
| 5Y | -3.1% | +56.4% | -59.4% | -20.4% |
| 10Y | +83.3% | +225.7% | -142.3% | +14.9% |
| All | +1,131.4% | +4,437.2% | -3,305.8% | +325.7% |
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