+5,402.3%
AZN vs CPB
+207.5%
+5,194.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +13.8% | +19.2% | -5.4% | +9.2% |
| 3M | +17.3% | -0.9% | +18.2% | +17.1% |
| 6M | -1.7% | +15.2% | -17.0% | -5.7% |
| YTD | +1.4% | -13.1% | +14.4% | +3.5% |
| 1Y | +5.2% | -22.4% | +27.6% | +10.2% |
| 3Y | +52.6% | -35.3% | +87.9% | +65.1% |
| 5Y | +72.9% | -33.0% | +105.8% | +83.3% |
| 10Y | +333.0% | -39.2% | +372.2% | +352.3% |
| All | +5,402.3% | +207.5% | +5,194.8% | +3,864.3% |
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