+338.2%
AZN vs CP
+257.3%
+80.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.1% | +2.1% | -3.2% | -1.7% |
| 30D | +13.8% | +9.3% | +4.5% | +11.0% |
| 3M | +17.3% | +0.5% | +16.8% | +17.0% |
| 6M | -1.7% | +10.4% | -12.2% | -4.7% |
| YTD | +1.4% | +28.7% | -27.3% | -6.2% |
| 1Y | +5.2% | +33.2% | -28.0% | -3.6% |
| 3Y | +52.6% | +38.4% | +14.2% | +36.4% |
| 5Y | +72.9% | +26.2% | +46.7% | +56.5% |
| All | +338.2% | +257.3% | +80.9% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling