+1.8%
CMCSA vs AZN
+18.4%
-16.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +4.5% |
| 7D | +15.2% | +11.5% | +3.7% | +13.1% |
| 30D | +17.0% | +20.8% | -3.8% | +13.9% |
| 3M | +1.2% | +21.5% | -20.2% | -1.6% |
| 6M | -5.5% | +3.0% | -8.5% | -6.6% |
| YTD | -6.5% | +3.9% | -10.4% | -6.4% |
| 1Y | +1.8% | +16.4% | -14.6% | +2.7% |
| All | +1.8% | +18.4% | -16.6% | +2.7% |
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