+53.6%
AZN vs CSGP
-64.7%
+118.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.9% |
| 7D | 0.0% | -4.1% | +4.1% | +0.5% |
| 30D | +0.7% | +2.3% | -1.6% | +0.3% |
| 3M | -10.5% | -8.2% | -2.3% | -9.8% |
| 6M | -19.3% | -35.1% | +15.8% | -14.9% |
| YTD | -10.6% | -54.0% | +43.4% | -1.0% |
| 1Y | +0.5% | -65.3% | +65.8% | +16.2% |
| 3Y | +25.9% | -62.6% | +88.4% | +41.8% |
| All | +53.6% | -64.7% | +118.3% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling