+23.7%
AZN vs CL
+28.9%
-5.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -0.9% | -5.2% | +4.4% | +0.8% |
| 3M | -11.8% | +3.3% | -15.2% | -12.6% |
| 6M | -17.6% | -4.4% | -13.2% | -16.7% |
| YTD | -12.0% | +13.9% | -26.0% | -15.1% |
| 1Y | -0.9% | +7.6% | -8.5% | -2.7% |
| 3Y | +23.7% | +29.6% | -5.9% | +18.6% |
| All | +23.7% | +28.9% | -5.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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