+4,581.7%
AZN vs CLX
+1,707.8%
+2,873.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.5% |
| 7D | -2.9% | -4.9% | +2.0% | -1.9% |
| 30D | -3.1% | -15.8% | +12.7% | +0.5% |
| 3M | -14.4% | -7.9% | -6.5% | -13.2% |
| 6M | -19.5% | -19.0% | -0.5% | -16.3% |
| YTD | -13.8% | -7.9% | -5.8% | -12.8% |
| 1Y | -2.4% | -25.4% | +23.0% | +3.0% |
| 3Y | +21.3% | -35.0% | +56.3% | +30.6% |
| 5Y | +53.6% | -36.8% | +90.4% | +64.2% |
| 10Y | +220.1% | -1.4% | +221.6% | +202.7% |
| All | +4,581.7% | +1,707.8% | +2,873.9% | +2,479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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