+95.4%
CAT vs AZN
+0.4%
+95.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | +0.7% | -7.3% | -6.6% |
| 3M | -13.3% | -10.5% | -2.8% | -11.8% |
| 6M | +11.6% | -19.3% | +30.9% | +16.4% |
| YTD | +42.9% | -10.6% | +53.5% | +47.1% |
| 1Y | +95.4% | +0.5% | +94.9% | +101.0% |
| All | +95.4% | +0.4% | +95.0% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling