-5.6%
COST vs AZN
+0.1%
-5.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.2% | -1.6% | +0.4% | -1.1% |
| 30D | -4.7% | +1.1% | -5.8% | -4.8% |
| 3M | -7.1% | -12.1% | +5.0% | -5.8% |
| 6M | -8.5% | -17.1% | +8.6% | -7.0% |
| YTD | +5.4% | -12.0% | +17.4% | +7.4% |
| 1Y | -5.6% | -0.2% | -5.4% | -3.3% |
| All | -5.6% | +0.1% | -5.8% | -3.3% |
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