+480.5%
CSX vs AZN
+216.9%
+263.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.8% |
| 7D | -0.6% | -2.9% | +2.3% | +0.2% |
| 30D | -3.2% | -3.1% | -0.2% | -2.5% |
| 3M | +2.6% | -14.4% | +17.0% | +6.4% |
| 6M | +19.8% | -19.5% | +39.3% | +26.1% |
| YTD | +34.7% | -13.8% | +48.4% | +38.9% |
| 1Y | +52.1% | -2.4% | +54.5% | +51.2% |
| 3Y | +68.4% | +21.3% | +47.2% | +54.9% |
| 5Y | +65.1% | +53.6% | +11.5% | +37.9% |
| All | +480.5% | +216.9% | +263.6% | +318.1% |
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