+5,402.3%
AZN vs CB
+6,773.3%
-1,371.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -1.1% | +2.9% | -4.0% | -1.7% |
| 30D | +13.8% | +7.3% | +6.5% | +12.1% |
| 3M | +17.3% | +9.4% | +7.9% | +15.0% |
| 6M | -1.7% | +19.6% | -21.4% | -5.6% |
| YTD | +1.4% | +21.5% | -20.1% | -3.0% |
| 1Y | +5.2% | +28.0% | -22.8% | -0.6% |
| 3Y | +52.6% | +74.9% | -22.2% | +34.3% |
| 5Y | +72.9% | +108.1% | -35.3% | +45.7% |
| 10Y | +333.0% | +251.8% | +81.2% | +218.0% |
| All | +5,402.3% | +6,773.3% | -1,371.0% | +2,535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling