-3.6%
COST vs AZN
+0.4%
-4.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -2.8% | +0.7% | -3.5% | -2.9% |
| 3M | -5.7% | -10.5% | +4.8% | -4.5% |
| 6M | -8.8% | -19.3% | +10.5% | -7.3% |
| YTD | +6.7% | -10.6% | +17.2% | +8.5% |
| 1Y | -3.6% | +0.5% | -4.2% | -1.6% |
| All | -3.6% | +0.4% | -4.0% | -1.6% |
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