-13.0%
CTSH vs AZN
+0.1%
-13.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | -3.7% | -1.6% | -2.2% | -3.4% |
| 30D | +3.7% | +1.1% | +2.6% | +3.6% |
| 3M | +17.9% | -12.1% | +30.1% | +19.7% |
| 6M | -2.6% | -17.1% | +14.5% | -0.4% |
| YTD | -26.4% | -12.0% | -14.4% | -26.0% |
| 1Y | -13.0% | -0.2% | -12.8% | -12.9% |
| All | -13.0% | +0.1% | -13.2% | -12.9% |
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