+5.2%
AZN vs CAPR
+63.5%
-58.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +0.1% |
| 7D | -1.1% | +5.9% | -7.0% | -1.1% |
| 30D | +13.8% | +44.6% | -30.8% | +13.7% |
| 3M | +17.3% | +126.4% | -109.1% | +17.0% |
| 6M | -1.7% | -68.6% | +66.8% | -1.6% |
| YTD | +1.4% | -67.0% | +68.3% | +1.5% |
| 1Y | +5.2% | +65.2% | -60.0% | +4.6% |
| All | +5.2% | +63.5% | -58.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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