+216.5%
AZN vs CI
+144.2%
+72.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +1.1% | +1.8% | -0.7% | +0.6% |
| 3M | -12.1% | -4.2% | -7.9% | -11.5% |
| 6M | -17.1% | +8.8% | -26.0% | -19.0% |
| YTD | -12.0% | +3.7% | -15.7% | -13.2% |
| 1Y | -0.2% | -6.1% | +5.9% | 0.0% |
| 3Y | +26.8% | +4.5% | +22.3% | +21.7% |
| 5Y | +56.9% | +50.5% | +6.4% | +36.1% |
| All | +216.5% | +144.2% | +72.4% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling