-12.7%
CMCSA vs AZN
+0.4%
-13.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.0% | +0.7% | +6.3% | +6.9% |
| 3M | +15.1% | -10.5% | +25.6% | +16.4% |
| 6M | -15.4% | -19.3% | +3.9% | -13.9% |
| YTD | -1.9% | -10.6% | +8.7% | -0.5% |
| 1Y | -12.7% | +0.5% | -13.2% | -12.0% |
| All | -12.7% | +0.4% | -13.1% | -12.0% |
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 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