+604.3%
CEG vs AZN
+48.1%
+556.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | +2.3% | +1.1% | +1.3% | +2.0% |
| 3M | +15.6% | -12.1% | +27.7% | +18.8% |
| 6M | -5.0% | -17.1% | +12.1% | -0.7% |
| YTD | -19.0% | -12.0% | -7.1% | -16.9% |
| 1Y | -10.0% | -0.2% | -9.7% | -11.1% |
| 3Y | +163.9% | +26.8% | +137.2% | +136.9% |
| All | +604.3% | +48.1% | +556.2% | +495.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling