+1,249.5%
CLS vs AZN
+27.6%
+1,221.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.5% |
| 7D | +5.0% | -3.1% | +8.1% | +4.9% |
| 30D | +4.8% | +0.6% | +4.2% | +4.8% |
| 3M | -10.4% | -10.8% | +0.4% | -10.5% |
| 6M | +20.8% | -18.1% | +38.9% | +21.5% |
| YTD | +10.0% | -12.3% | +22.3% | +10.4% |
| 1Y | +28.5% | -0.2% | +28.7% | +28.4% |
| All | +1,249.5% | +27.6% | +1,221.9% | +1,205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling