+193.6%
COP vs AZN
+54.9%
+138.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +1.0% | -3.1% | +4.1% | +1.4% |
| 30D | +9.6% | +0.6% | +9.0% | +9.4% |
| 3M | +15.0% | -10.8% | +25.8% | +16.7% |
| 6M | +21.8% | -18.1% | +39.9% | +24.8% |
| YTD | +49.6% | -12.3% | +61.9% | +51.2% |
| 1Y | +49.9% | -0.2% | +50.1% | +47.4% |
| 3Y | +22.6% | +23.4% | -0.7% | +13.7% |
| 5Y | +193.6% | +56.4% | +137.2% | +168.4% |
| All | +193.6% | +54.9% | +138.8% | +168.4% |
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 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