+907.8%
BX vs AZN
+550.6%
+357.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.3% |
| 7D | -5.6% | -1.6% | -4.1% | -4.8% |
| 30D | -12.2% | +1.1% | -13.3% | -12.8% |
| 3M | +7.4% | -12.1% | +19.5% | +13.8% |
| 6M | +22.2% | -17.1% | +39.3% | +33.5% |
| YTD | -14.0% | -12.0% | -2.0% | -9.7% |
| 1Y | -27.3% | -0.2% | -27.1% | -29.7% |
| 3Y | +24.5% | +26.8% | -2.2% | +1.4% |
| 5Y | +18.9% | +56.9% | -38.0% | -17.7% |
| 10Y | +665.4% | +226.7% | +438.7% | +192.2% |
| All | +907.8% | +550.6% | +357.2% | +61.6% |
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