+26.8%
AZN vs CHD
+0.7%
+26.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.6% | -4.5% | +2.9% | -0.4% |
| 30D | +1.1% | -6.7% | +7.8% | +2.8% |
| 3M | -12.1% | -2.7% | -9.4% | -11.6% |
| 6M | -17.1% | -4.9% | -12.2% | -16.4% |
| YTD | -12.0% | +13.3% | -25.3% | -14.4% |
| 1Y | -0.2% | +1.0% | -1.2% | -0.4% |
| 3Y | +26.8% | +1.3% | +25.4% | +26.3% |
| All | +26.8% | +0.7% | +26.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling