+53.6%
AZN vs CL
+27.0%
+26.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.9% | -2.3% | -0.6% | -2.1% |
| 30D | -3.1% | -5.5% | +2.4% | -1.2% |
| 3M | -14.4% | +0.8% | -15.3% | -14.6% |
| 6M | -19.5% | -4.2% | -15.3% | -18.4% |
| YTD | -13.8% | +13.4% | -27.2% | -17.5% |
| 1Y | -2.4% | +7.1% | -9.4% | -4.8% |
| 3Y | +21.3% | +29.0% | -7.7% | +8.8% |
| 5Y | +53.6% | +28.3% | +25.3% | +37.7% |
| All | +53.6% | +27.0% | +26.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling