+416.4%
CSX vs AZN
+341.3%
+75.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | +8.7% | +17.1% | -8.5% | +4.3% |
| 3M | +4.2% | +16.8% | -12.6% | -0.1% |
| 6M | +16.7% | +2.0% | +14.7% | +15.3% |
| YTD | +44.5% | +1.9% | +42.5% | +42.5% |
| 1Y | +50.3% | +5.2% | +45.1% | +46.9% |
| 3Y | +76.3% | +54.8% | +21.5% | +51.5% |
| 5Y | +58.1% | +62.4% | -4.3% | +31.3% |
| 10Y | +416.4% | +335.4% | +81.0% | +256.1% |
| All | +416.4% | +341.3% | +75.1% | +256.1% |
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