-5.1%
COF vs AZN
+18.4%
-23.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.2% |
| 7D | +0.7% | +11.5% | -10.8% | +0.3% |
| 30D | +5.7% | +20.8% | -15.0% | +4.9% |
| 3M | -6.7% | +21.5% | -28.2% | -7.3% |
| 6M | +9.5% | +3.0% | +6.5% | +9.3% |
| YTD | -13.9% | +3.9% | -17.8% | -15.0% |
| 1Y | -5.1% | +16.4% | -21.5% | -6.4% |
| All | -5.1% | +18.4% | -23.5% | -6.4% |
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 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