+16.4%
AZN vs CB
+34.9%
-18.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.1% |
| 7D | +11.5% | +5.3% | +6.3% | +9.8% |
| 30D | +20.8% | +13.2% | +7.5% | +16.7% |
| 3M | +21.5% | +7.8% | +13.7% | +18.9% |
| 6M | +3.0% | +15.8% | -12.8% | -0.1% |
| YTD | +3.9% | +21.0% | -17.1% | +1.7% |
| 1Y | +16.4% | +32.2% | -15.8% | +10.2% |
| All | +16.4% | +34.9% | -18.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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