+52.1%
CSX vs AZN
-2.1%
+54.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.1% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | -3.2% | -3.1% | -0.2% | -2.9% |
| 3M | +2.6% | -14.4% | +17.0% | +4.1% |
| 6M | +19.8% | -19.5% | +39.3% | +22.6% |
| YTD | +34.7% | -13.8% | +48.4% | +37.0% |
| 1Y | +52.1% | -2.4% | +54.5% | +56.3% |
| All | +52.1% | -2.1% | +54.3% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling