+2,949.2%
AZN vs COR
+17,138.4%
-14,189.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -2.9% | -3.9% | +1.0% | -2.1% |
| 30D | -3.1% | -0.3% | -2.7% | -3.1% |
| 3M | -14.4% | +15.9% | -30.3% | -17.0% |
| 6M | -19.5% | -10.3% | -9.2% | -18.2% |
| YTD | -13.8% | -3.7% | -10.1% | -13.8% |
| 1Y | -2.4% | +9.1% | -11.5% | -5.0% |
| 3Y | +21.3% | +86.6% | -65.3% | +5.1% |
| 5Y | +53.6% | +180.9% | -127.3% | +22.1% |
| 10Y | +220.1% | +407.4% | -187.3% | +119.7% |
| All | +2,949.2% | +17,138.4% | -14,189.2% | +1,240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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