+4,466.7%
CSX vs AZN
+4,524.2%
-57.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +7.2% | -10.5% | +17.7% | +10.1% |
| 6M | +16.2% | -19.3% | +35.4% | +22.8% |
| YTD | +37.5% | -10.6% | +48.1% | +40.8% |
| 1Y | +53.2% | +0.5% | +52.7% | +51.0% |
| 3Y | +68.2% | +25.9% | +42.4% | +52.8% |
| 5Y | +65.2% | +52.4% | +12.8% | +39.1% |
| 10Y | +504.1% | +220.8% | +283.3% | +295.4% |
| All | +4,466.7% | +4,524.2% | -57.5% | +1,766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling