+332.7%
CAT vs AZN
+51.7%
+281.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +2.9% | -2.9% | +5.8% | +3.5% |
| 30D | -2.6% | -3.1% | +0.4% | -2.2% |
| 3M | -10.7% | -14.4% | +3.8% | -8.2% |
| 6M | +16.1% | -19.5% | +35.6% | +20.8% |
| YTD | +43.2% | -13.8% | +57.0% | +46.8% |
| 1Y | +96.8% | -2.4% | +99.2% | +96.5% |
| 3Y | +201.4% | +21.3% | +180.1% | +183.3% |
| 5Y | +332.7% | +53.6% | +279.0% | +298.2% |
| All | +332.7% | +51.7% | +281.0% | +298.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling