+26.8%
AZN vs CTVA
+74.2%
-47.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.6% | -4.5% | +3.0% | -1.1% |
| 30D | +1.1% | +11.3% | -10.3% | 0.0% |
| 3M | -12.1% | +12.3% | -24.4% | -13.0% |
| 6M | -17.1% | +7.2% | -24.3% | -17.7% |
| YTD | -12.0% | +26.0% | -38.0% | -13.5% |
| 1Y | -0.2% | +16.0% | -16.2% | -1.1% |
| 3Y | +26.8% | +73.9% | -47.1% | +20.8% |
| All | +26.8% | +74.2% | -47.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling