+531.6%
AZN vs COPX
+179.5%
+352.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.6% | -2.3% | +0.8% | -1.2% |
| 30D | +1.1% | +0.3% | +0.8% | +0.8% |
| 3M | -12.1% | +6.8% | -18.9% | -13.9% |
| 6M | -17.1% | +7.9% | -25.1% | -19.6% |
| YTD | -12.0% | +23.7% | -35.7% | -17.7% |
| 1Y | -0.2% | +71.5% | -71.8% | -13.4% |
| 3Y | +26.8% | +149.1% | -122.3% | -0.8% |
| 5Y | +56.9% | +167.3% | -110.4% | +18.0% |
| 10Y | +226.7% | +568.5% | -341.8% | +82.9% |
| All | +531.6% | +179.5% | +352.1% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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