-70.5%
CBRS vs AZN
+1.2%
-71.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.8% | -8.9% | -4.0% |
| 7D | -18.4% | +11.5% | -29.9% | -11.2% |
| 30D | -49.4% | +20.8% | -70.2% | -41.4% |
| 3M | -59.6% | +21.5% | -81.0% | -52.2% |
| All | -70.5% | +1.2% | -71.7% | -69.2% |
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 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 · Available span rolling