+4,581.7%
AZN vs CHD
+5,485.4%
-903.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -2.9% | -4.2% | +1.3% | -2.0% |
| 30D | -3.1% | -7.6% | +4.5% | -1.5% |
| 3M | -14.4% | -1.6% | -12.8% | -14.2% |
| 6M | -19.5% | -6.3% | -13.2% | -18.5% |
| YTD | -13.8% | +14.6% | -28.3% | -16.4% |
| 1Y | -2.4% | +1.6% | -4.0% | -3.1% |
| 3Y | +21.3% | +3.1% | +18.1% | +19.4% |
| 5Y | +53.6% | +21.1% | +32.6% | +45.3% |
| 10Y | +220.1% | +128.6% | +91.5% | +162.9% |
| All | +4,581.7% | +5,485.4% | -903.7% | +2,367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling