+12,409.5%
CSCO vs AZN
+4,448.6%
+7,960.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | -10.1% | -0.9% | -9.2% | -9.9% |
| 3M | -11.7% | -11.8% | +0.1% | -8.9% |
| 6M | +40.1% | -17.6% | +57.7% | +47.1% |
| YTD | +43.8% | -12.0% | +55.8% | +47.4% |
| 1Y | +66.6% | -0.9% | +67.5% | +63.6% |
| 3Y | +108.5% | +23.7% | +84.8% | +87.2% |
| 5Y | +114.0% | +54.5% | +59.4% | +74.7% |
| 10Y | +366.8% | +218.2% | +148.7% | +188.7% |
| All | +12,409.5% | +4,448.6% | +7,960.9% | +3,437.2% |
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 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