+65.5%
CSX vs AZN
+53.9%
+11.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | -2.3% | -0.9% | -1.4% | -2.2% |
| 3M | +4.3% | -11.8% | +16.1% | +6.2% |
| 6M | +23.4% | -17.6% | +41.0% | +26.9% |
| YTD | +36.4% | -12.0% | +48.5% | +38.7% |
| 1Y | +53.0% | -0.9% | +53.9% | +52.4% |
| 3Y | +70.6% | +23.7% | +47.0% | +61.7% |
| 5Y | +65.5% | +54.5% | +10.9% | +54.4% |
| All | +65.5% | +53.9% | +11.6% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling