+140.7%
AZN vs CTVA
+210.9%
-70.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.1% | -4.7% | +1.5% | -2.4% |
| 30D | +0.6% | +11.1% | -10.5% | -1.2% |
| 3M | -10.8% | +13.7% | -24.5% | -12.7% |
| 6M | -18.1% | +11.2% | -29.3% | -19.7% |
| YTD | -12.3% | +26.9% | -39.2% | -15.8% |
| 1Y | -0.2% | +18.8% | -19.0% | -3.4% |
| 3Y | +23.4% | +75.9% | -52.6% | +10.0% |
| 5Y | +56.4% | +105.2% | -48.9% | +34.3% |
| All | +140.7% | +210.9% | -70.2% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling