+5,760.6%
CRM vs AZN
+662.8%
+5,097.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.4% | -1.6% | -2.9% | -3.8% |
| 30D | +28.1% | +1.1% | +27.1% | +27.5% |
| 3M | +48.8% | -12.1% | +61.0% | +56.2% |
| 6M | +28.3% | -17.1% | +45.4% | +37.0% |
| YTD | -6.0% | -12.0% | +6.0% | -2.8% |
| 1Y | +1.4% | -0.2% | +1.7% | -1.6% |
| 3Y | +11.8% | +26.8% | -14.9% | -5.5% |
| 5Y | -2.0% | +56.9% | -58.9% | -27.1% |
| 10Y | +239.6% | +226.7% | +12.9% | +63.9% |
| All | +5,760.6% | +662.8% | +5,097.8% | +1,595.7% |
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