-0.2%
AZN vs CBOE
+20.5%
-20.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.3% |
| 7D | -1.6% | -5.8% | +4.3% | -1.6% |
| 30D | +1.1% | -3.1% | +4.2% | +1.1% |
| 3M | -12.1% | -4.8% | -7.4% | -11.8% |
| 6M | -17.1% | -0.6% | -16.6% | -14.9% |
| YTD | -12.0% | +12.8% | -24.8% | -6.8% |
| 1Y | -0.2% | +19.8% | -20.0% | +8.2% |
| All | -0.2% | +20.5% | -20.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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