+24.5%
BX vs AZN
+28.0%
-3.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.4% |
| 7D | -5.6% | -1.6% | -4.1% | -5.3% |
| 30D | -12.2% | +1.1% | -13.3% | -12.4% |
| 3M | +7.4% | -12.1% | +19.5% | +9.9% |
| 6M | +22.2% | -17.1% | +39.3% | +26.7% |
| YTD | -14.0% | -12.0% | -2.0% | -12.3% |
| 1Y | -27.3% | -0.2% | -27.1% | -28.1% |
| 3Y | +24.5% | +26.8% | -2.2% | +9.7% |
| All | +24.5% | +28.0% | -3.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling