+43.1%
COF vs AZN
+55.9%
-12.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | -5.1% | -1.6% | -3.6% | -4.9% |
| 30D | -6.0% | +1.1% | -7.1% | -6.2% |
| 3M | +14.8% | -12.1% | +27.0% | +17.3% |
| 6M | +15.3% | -17.1% | +32.5% | +19.3% |
| YTD | -13.0% | -12.0% | -1.1% | -11.6% |
| 1Y | -5.7% | -0.2% | -5.5% | -6.9% |
| 3Y | +118.1% | +26.8% | +91.4% | +98.7% |
| All | +43.1% | +55.9% | -12.7% | +22.9% |
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