+70.6%
CSX vs AZN
+23.5%
+47.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +0.6% | -1.5% | +2.1% | +0.8% |
| 30D | -2.3% | -0.9% | -1.4% | -2.2% |
| 3M | +4.3% | -11.8% | +16.1% | +5.8% |
| 6M | +23.4% | -17.6% | +41.0% | +26.4% |
| YTD | +36.4% | -12.0% | +48.5% | +38.4% |
| 1Y | +53.0% | -0.9% | +53.9% | +53.0% |
| 3Y | +70.6% | +23.7% | +47.0% | +64.1% |
| All | +70.6% | +23.5% | +47.2% | +64.1% |
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 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