+329.7%
AZN vs CSGP
+72.5%
+257.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | +19.0% | +5.3% | +13.7% | +17.6% |
| 3M | +17.3% | +3.3% | +14.0% | +16.0% |
| 6M | +3.6% | -4.7% | +8.2% | +3.4% |
| YTD | +4.1% | -53.5% | +57.6% | +17.3% |
| 1Y | +13.1% | -53.7% | +66.9% | +27.4% |
| 3Y | +55.8% | -59.7% | +115.5% | +77.1% |
| 5Y | +66.5% | -62.5% | +128.9% | +88.0% |
| 10Y | +329.7% | +67.3% | +262.4% | +244.1% |
| All | +329.7% | +72.5% | +257.2% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling