+72.8%
AZN vs CB
+105.8%
-33.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | +18.3% | +7.4% | +10.9% | +15.8% |
| 3M | +16.3% | +8.6% | +7.7% | +13.4% |
| 6M | -0.1% | +16.1% | -16.2% | -4.5% |
| YTD | +1.3% | +20.2% | -18.9% | -4.3% |
| 1Y | +6.2% | +27.2% | -21.0% | -1.4% |
| 3Y | +53.9% | +72.7% | -18.8% | +29.1% |
| 5Y | +72.8% | +105.9% | -33.1% | +36.6% |
| All | +72.8% | +105.8% | -33.0% | +36.6% |
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