-0.2%
AZN vs CP
+20.0%
-20.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | +0.6% | -3.4% | +3.9% | +1.2% |
| 3M | -10.8% | -0.6% | -10.2% | -10.9% |
| 6M | -18.1% | +6.3% | -24.4% | -19.7% |
| YTD | -12.3% | +21.2% | -33.4% | -16.8% |
| 1Y | -0.2% | +20.0% | -20.2% | -5.2% |
| All | -0.2% | +20.0% | -20.2% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling