+409.0%
CSX vs AZN
+347.7%
+61.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | +0.7% | +1.6% | -0.9% | +0.3% |
| 30D | +8.1% | +17.3% | -9.2% | +3.6% |
| 3M | +2.2% | +15.3% | -13.2% | -1.7% |
| 6M | +14.6% | +2.1% | +12.5% | +13.2% |
| YTD | +42.2% | +2.6% | +39.6% | +40.0% |
| 1Y | +47.3% | +7.9% | +39.5% | +43.0% |
| 3Y | +73.5% | +55.8% | +17.7% | +48.8% |
| 5Y | +54.1% | +63.0% | -8.9% | +27.9% |
| 10Y | +409.0% | +343.2% | +65.8% | +251.0% |
| All | +409.0% | +347.7% | +61.3% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling