+494.3%
AZN vs CAPR
-99.1%
+593.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +0.7% | +139.2% | -138.4% | +0.2% |
| 3M | -10.5% | -66.4% | +55.9% | -10.3% |
| 6M | -19.3% | -63.1% | +43.9% | -19.2% |
| YTD | -10.6% | -67.4% | +56.8% | -10.4% |
| 1Y | +0.5% | +58.2% | -57.7% | -1.4% |
| 3Y | +25.9% | +42.2% | -16.3% | +22.8% |
| 5Y | +52.4% | +87.3% | -34.8% | +48.1% |
| 10Y | +220.8% | -75.3% | +296.1% | +208.5% |
| All | +494.3% | -99.1% | +593.4% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling