+56.4%
AZN vs CB
+98.7%
-42.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.1% | -2.8% | -0.4% | -2.3% |
| 30D | +0.6% | -2.4% | +3.0% | +1.2% |
| 3M | -10.8% | +2.8% | -13.6% | -11.5% |
| 6M | -18.1% | +4.8% | -22.9% | -19.3% |
| YTD | -12.3% | +9.2% | -21.4% | -14.5% |
| 1Y | -0.2% | +22.8% | -23.0% | -6.1% |
| 3Y | +23.4% | +71.1% | -47.8% | +4.6% |
| 5Y | +56.4% | +101.0% | -44.6% | +30.2% |
| All | +56.4% | +98.7% | -42.4% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling