+1,839.9%
CMCSA vs AZN
+4,360.5%
-2,520.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.0% |
| 7D | -8.3% | -2.9% | -5.4% | -7.4% |
| 30D | -2.4% | -3.1% | +0.6% | -1.5% |
| 3M | +4.5% | -14.4% | +18.9% | +9.1% |
| 6M | -18.8% | -19.5% | +0.7% | -13.7% |
| YTD | -8.9% | -13.8% | +4.8% | -5.6% |
| 1Y | -18.3% | -2.4% | -15.9% | -18.8% |
| 3Y | -35.0% | +21.3% | -56.2% | -40.5% |
| 5Y | -48.2% | +53.6% | -101.8% | -56.9% |
| 10Y | +4.6% | +220.1% | -215.6% | -34.4% |
| All | +1,839.9% | +4,360.5% | -2,520.6% | +531.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling