+20,320.8%
CAT vs AZN
+4,524.2%
+15,796.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | +0.7% | -7.3% | -6.9% |
| 3M | -13.3% | -10.5% | -2.8% | -11.1% |
| 6M | +11.6% | -19.3% | +30.9% | +17.9% |
| YTD | +42.9% | -10.6% | +53.5% | +46.3% |
| 1Y | +95.4% | +0.5% | +94.9% | +92.7% |
| 3Y | +196.6% | +25.9% | +170.7% | +169.7% |
| 5Y | +321.7% | +52.4% | +269.3% | +256.1% |
| 10Y | +1,140.8% | +220.8% | +920.0% | +703.2% |
| All | +20,320.8% | +4,524.2% | +15,796.6% | +7,693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling