+4,678.0%
AZN vs CGNX
+5,063.5%
-385.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.1% |
| 7D | -1.6% | +3.2% | -4.7% | -1.9% |
| 30D | +1.1% | +6.0% | -4.9% | +0.3% |
| 3M | -12.1% | +3.5% | -15.7% | -12.9% |
| 6M | -17.1% | +26.3% | -43.4% | -19.9% |
| YTD | -12.0% | +79.2% | -91.2% | -18.6% |
| 1Y | -0.2% | +43.8% | -44.0% | -5.9% |
| 3Y | +26.8% | +52.0% | -25.2% | +16.6% |
| 5Y | +56.9% | -24.0% | +80.9% | +53.3% |
| 10Y | +226.7% | +189.1% | +37.6% | +168.3% |
| All | +4,678.0% | +5,063.5% | -385.4% | +2,684.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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