+3,154.0%
CLS vs AZN
+223.4%
+2,930.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.2% | +6.5% |
| 7D | +10.9% | -1.6% | +12.5% | +11.4% |
| 30D | +2.1% | +1.1% | +1.0% | +1.7% |
| 3M | -10.2% | -12.1% | +1.9% | -7.8% |
| 6M | +30.4% | -17.1% | +47.5% | +35.9% |
| YTD | +17.2% | -12.0% | +29.2% | +19.7% |
| 1Y | +41.0% | -0.2% | +41.2% | +38.2% |
| 3Y | +1,338.0% | +26.8% | +1,311.2% | +1,170.8% |
| 5Y | +3,860.6% | +56.9% | +3,803.7% | +3,079.9% |
| All | +3,154.0% | +223.4% | +2,930.6% | +2,143.8% |
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