+338.5%
COP vs AZN
+223.4%
+115.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +8.6% | +1.1% | +7.6% | +8.3% |
| 3M | +19.9% | -12.1% | +32.0% | +23.3% |
| 6M | +19.0% | -17.1% | +36.2% | +23.7% |
| YTD | +50.0% | -12.0% | +61.9% | +52.9% |
| 1Y | +50.5% | -0.2% | +50.7% | +47.7% |
| 3Y | +25.2% | +26.8% | -1.6% | +12.5% |
| 5Y | +194.3% | +56.9% | +137.4% | +142.2% |
| All | +338.5% | +223.4% | +115.1% | +221.0% |
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