+69.1%
CSCO vs AZN
+0.1%
+69.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.4% |
| 7D | +2.7% | -1.6% | +4.2% | +2.5% |
| 30D | -9.5% | +1.1% | -10.5% | -9.4% |
| 3M | -7.6% | -12.1% | +4.5% | -8.8% |
| 6M | +44.9% | -17.1% | +62.0% | +43.5% |
| YTD | +47.7% | -12.0% | +59.7% | +45.3% |
| 1Y | +69.1% | -0.2% | +69.3% | +65.5% |
| All | +69.1% | +0.1% | +69.0% | +65.5% |
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