+70.0%
AZN vs COO
-40.4%
+110.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | +0.5% | -1.5% | -1.2% |
| 30D | +13.8% | +14.2% | -0.3% | +10.7% |
| 3M | +17.3% | -18.2% | +35.5% | +22.1% |
| 6M | -1.7% | +5.3% | -7.1% | -3.6% |
| YTD | +1.4% | -23.6% | +24.9% | +6.6% |
| 1Y | +5.2% | -12.7% | +17.8% | +7.4% |
| 3Y | +52.6% | -24.2% | +76.8% | +56.4% |
| All | +70.0% | -40.4% | +110.4% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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