+53.6%
AZN vs CAPR
+76.3%
-22.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.9% |
| 7D | -2.9% | -12.6% | +9.7% | -2.8% |
| 30D | -3.1% | +124.4% | -127.5% | -3.7% |
| 3M | -14.4% | -66.8% | +52.3% | -14.1% |
| 6M | -19.5% | -71.8% | +52.3% | -19.1% |
| YTD | -13.8% | -70.1% | +56.3% | -13.4% |
| 1Y | -2.4% | +33.3% | -35.7% | -4.7% |
| 3Y | +21.3% | +36.7% | -15.4% | +14.8% |
| 5Y | +53.6% | +72.5% | -18.8% | +38.7% |
| All | +53.6% | +76.3% | -22.7% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling