-16.7%
CTSH vs AZN
+54.9%
-71.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -9.8% | -3.1% | -6.7% | -9.1% |
| 30D | +0.1% | +0.6% | -0.5% | 0.0% |
| 3M | +13.2% | -10.8% | +24.0% | +15.9% |
| 6M | -6.2% | -18.1% | +11.9% | -2.2% |
| YTD | -28.5% | -12.3% | -16.2% | -26.8% |
| 1Y | -13.8% | -0.2% | -13.6% | -14.7% |
| 3Y | -13.7% | +23.4% | -37.1% | -20.1% |
| 5Y | -16.7% | +56.4% | -73.1% | -27.0% |
| All | -16.7% | +54.9% | -71.5% | -27.0% |
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