+4,674.2%
AZN vs CPB
+190.2%
+4,484.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -1.5% | -8.2% | +6.7% | +0.4% |
| 30D | -0.9% | -5.6% | +4.7% | +0.3% |
| 3M | -11.8% | +3.0% | -14.8% | -12.9% |
| 6M | -17.6% | -12.7% | -4.9% | -15.5% |
| YTD | -12.0% | -18.0% | +5.9% | -8.7% |
| 1Y | -0.9% | -31.7% | +30.9% | +7.3% |
| 3Y | +23.7% | -41.0% | +64.6% | +36.8% |
| 5Y | +54.5% | -38.4% | +92.9% | +67.4% |
| 10Y | +218.2% | -45.0% | +263.1% | +241.6% |
| All | +4,674.2% | +190.2% | +4,484.0% | +3,394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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