+24.2%
AZN vs CNH
+9.4%
+14.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -3.1% | +32.6% | -35.7% | -5.5% |
| 3M | -14.4% | +29.4% | -43.9% | -16.5% |
| 6M | -19.5% | +26.0% | -45.5% | -21.4% |
| YTD | -13.8% | +52.2% | -66.0% | -17.0% |
| 1Y | -2.4% | +23.9% | -26.2% | -4.5% |
| All | +24.2% | +9.4% | +14.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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