+113.4%
CSCO vs AZN
+54.9%
+58.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | -10.8% | +0.6% | -11.3% | -10.9% |
| 3M | -9.2% | -10.8% | +1.6% | -8.2% |
| 6M | +39.5% | -18.1% | +57.7% | +42.9% |
| YTD | +41.5% | -12.3% | +53.8% | +42.7% |
| 1Y | +61.0% | -0.2% | +61.2% | +58.1% |
| 3Y | +105.2% | +23.4% | +81.9% | +91.2% |
| 5Y | +113.4% | +56.4% | +57.1% | +90.2% |
| All | +113.4% | +54.9% | +58.6% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling