+6.1%
CMCSA vs AZN
+223.4%
-217.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -1.1% | +1.1% | -2.1% | -1.3% |
| 3M | +6.6% | -12.1% | +18.7% | +9.3% |
| 6M | -15.5% | -17.1% | +1.7% | -12.3% |
| YTD | -6.7% | -12.0% | +5.3% | -4.7% |
| 1Y | -15.6% | -0.2% | -15.4% | -16.3% |
| 3Y | -33.7% | +26.8% | -60.5% | -38.5% |
| 5Y | -46.6% | +56.9% | -103.5% | -53.7% |
| All | +6.1% | +223.4% | -217.3% | -14.3% |
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