-31.9%
CEG vs AZN
+18.4%
-50.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -6.7% |
| 7D | -4.8% | +11.5% | -16.3% | -4.9% |
| 30D | -8.2% | +20.8% | -28.9% | -8.6% |
| 3M | -7.9% | +21.5% | -29.4% | -8.4% |
| 6M | -23.2% | +3.0% | -26.3% | -22.3% |
| YTD | -30.1% | +3.9% | -34.0% | -28.5% |
| 1Y | -31.9% | +16.4% | -48.3% | -26.5% |
| All | -31.9% | +18.4% | -50.3% | -26.5% |
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