+0.5%
AZN vs CAH
+65.8%
-65.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | 0.0% | +5.4% | -5.4% | -0.9% |
| 30D | +0.7% | +3.3% | -2.6% | +0.1% |
| 3M | -10.5% | +22.8% | -33.3% | -13.5% |
| 6M | -19.3% | +11.3% | -30.5% | -20.8% |
| YTD | -10.6% | +21.1% | -31.7% | -13.2% |
| 1Y | +0.5% | +67.2% | -66.7% | -6.1% |
| All | +0.5% | +65.8% | -65.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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