+53.6%
AZN vs CP
+30.0%
+23.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.6% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -3.1% | -0.5% | -2.6% | -3.0% |
| 3M | -14.4% | +0.1% | -14.5% | -14.6% |
| 6M | -19.5% | +7.8% | -27.3% | -21.4% |
| YTD | -13.8% | +22.9% | -36.6% | -18.7% |
| 1Y | -2.4% | +21.3% | -23.7% | -7.8% |
| 3Y | +21.3% | +20.4% | +0.9% | +13.1% |
| 5Y | +53.6% | +34.9% | +18.7% | +43.4% |
| All | +53.6% | +30.0% | +23.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling