+73.5%
CSX vs AZN
+55.7%
+17.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | +8.1% | +17.3% | -9.2% | +6.0% |
| 3M | +2.2% | +15.3% | -13.2% | +0.3% |
| 6M | +14.6% | +2.1% | +12.5% | +14.0% |
| YTD | +42.2% | +2.6% | +39.6% | +41.3% |
| 1Y | +47.3% | +7.9% | +39.5% | +45.6% |
| 3Y | +73.5% | +55.8% | +17.7% | +60.5% |
| All | +73.5% | +55.7% | +17.8% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling