+56.4%
AZN vs CI
+47.5%
+8.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +0.6% | +3.1% | -2.6% | 0.0% |
| 3M | -10.8% | -4.5% | -6.3% | -10.2% |
| 6M | -18.1% | +8.3% | -26.4% | -19.5% |
| YTD | -12.3% | +3.8% | -16.1% | -13.2% |
| 1Y | -0.2% | -5.0% | +4.8% | -0.1% |
| 3Y | +23.4% | +5.8% | +17.6% | +19.0% |
| 5Y | +56.4% | +50.6% | +5.8% | +41.6% |
| All | +56.4% | +47.5% | +8.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling