+4,581.7%
AZN vs CI
+5,855.7%
-1,274.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.7% |
| 30D | -3.1% | +0.5% | -3.5% | -3.2% |
| 3M | -14.4% | -5.2% | -9.3% | -13.7% |
| 6M | -19.5% | +4.3% | -23.8% | -20.4% |
| YTD | -13.8% | +2.8% | -16.5% | -14.6% |
| 1Y | -2.4% | -5.8% | +3.4% | -2.2% |
| 3Y | +21.3% | +4.7% | +16.5% | +17.3% |
| 5Y | +53.6% | +42.7% | +11.0% | +39.1% |
| 10Y | +220.1% | +141.0% | +79.2% | +154.6% |
| All | +4,581.7% | +5,855.7% | -1,274.0% | +1,976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling