+4,753.5%
AZN vs CB
+6,129.8%
-1,376.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +0.7% | -3.1% | +3.8% | +1.4% |
| 3M | -10.5% | +9.0% | -19.5% | -12.2% |
| 6M | -19.3% | +2.9% | -22.1% | -19.8% |
| YTD | -10.6% | +10.1% | -20.7% | -12.6% |
| 1Y | +0.5% | +22.8% | -22.3% | -4.1% |
| 3Y | +25.9% | +73.8% | -47.9% | +10.9% |
| 5Y | +52.4% | +99.2% | -46.8% | +29.6% |
| 10Y | +220.8% | +218.2% | +2.6% | +140.7% |
| All | +4,753.5% | +6,129.8% | -1,376.3% | +2,275.3% |
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