+3,304.3%
COP vs AZN
+4,448.6%
-1,144.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | +15.6% | -0.9% | +16.4% | +15.8% |
| 3M | +14.3% | -11.8% | +26.2% | +18.0% |
| 6M | +17.0% | -17.6% | +34.6% | +22.5% |
| YTD | +47.4% | -12.0% | +59.5% | +51.0% |
| 1Y | +52.4% | -0.9% | +53.3% | +50.1% |
| 3Y | +20.8% | +23.7% | -2.8% | +9.5% |
| 5Y | +191.7% | +54.5% | +137.1% | +143.0% |
| 10Y | +325.1% | +218.2% | +106.9% | +176.9% |
| All | +3,304.3% | +4,448.6% | -1,144.3% | +1,265.2% |
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