+4,753.5%
AZN vs CP
+9,490.1%
-4,736.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.6% |
| 30D | +0.7% | +0.2% | +0.6% | +0.6% |
| 3M | -10.5% | +2.6% | -13.1% | -11.2% |
| 6M | -19.3% | +6.0% | -25.2% | -20.6% |
| YTD | -10.6% | +24.9% | -35.5% | -15.5% |
| 1Y | +0.5% | +20.1% | -19.6% | -4.2% |
| 3Y | +25.9% | +16.4% | +9.5% | +19.8% |
| 5Y | +52.4% | +31.7% | +20.7% | +39.4% |
| 10Y | +220.8% | +223.9% | -3.0% | +133.0% |
| All | +4,753.5% | +9,490.1% | -4,736.5% | +1,810.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling