+11.9%
COST vs AZN
+18.4%
-6.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.2% |
| 7D | +6.6% | +11.5% | -4.9% | +4.9% |
| 30D | +13.5% | +20.8% | -7.3% | +10.5% |
| 3M | +10.6% | +21.5% | -10.9% | +7.6% |
| 6M | +3.6% | +3.0% | +0.6% | +2.9% |
| YTD | +22.1% | +3.9% | +18.2% | +22.3% |
| 1Y | +11.9% | +16.4% | -4.5% | +13.0% |
| All | +11.9% | +18.4% | -6.5% | +13.0% |
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 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