+16.4%
AZN vs CAH
+38.5%
-22.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.9% |
| 7D | +11.5% | +7.0% | +4.5% | +9.7% |
| 30D | +20.8% | +12.4% | +8.4% | +17.6% |
| 3M | +21.5% | +12.2% | +9.3% | +18.4% |
| 6M | +3.0% | +33.2% | -30.2% | -3.5% |
| YTD | +3.9% | +28.4% | -24.5% | -2.8% |
| 1Y | +16.4% | +35.0% | -18.6% | +5.9% |
| All | +16.4% | +38.5% | -22.1% | +5.9% |
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