+654.2%
AZN vs CF
+5,948.3%
-5,294.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.8% |
| 7D | 0.0% | +6.0% | -6.0% | -0.8% |
| 30D | +0.7% | +14.8% | -14.1% | -1.1% |
| 3M | -10.5% | +14.1% | -24.6% | -12.2% |
| 6M | -19.3% | +28.5% | -47.8% | -22.7% |
| YTD | -10.6% | +74.9% | -85.5% | -18.0% |
| 1Y | +0.5% | +61.7% | -61.2% | -7.1% |
| 3Y | +25.9% | +80.3% | -54.5% | +13.2% |
| 5Y | +52.4% | +226.0% | -173.6% | +22.7% |
| 10Y | +220.8% | +569.9% | -349.0% | +119.0% |
| All | +654.2% | +5,948.3% | -5,294.1% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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