-47.2%
CMCSA vs AZN
+55.9%
-103.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.6% |
| 30D | -1.1% | +1.1% | -2.1% | -1.2% |
| 3M | +6.6% | -12.1% | +18.7% | +8.7% |
| 6M | -15.5% | -17.1% | +1.7% | -13.0% |
| YTD | -6.7% | -12.0% | +5.3% | -5.1% |
| 1Y | -15.6% | -0.2% | -15.4% | -16.1% |
| 3Y | -33.7% | +26.8% | -60.5% | -37.7% |
| All | -47.2% | +55.9% | -103.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling