+35.4%
CVS vs AZN
+0.4%
+35.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | +2.7% | -10.5% | +13.2% | +3.8% |
| 6M | +21.9% | -19.3% | +41.1% | +23.6% |
| YTD | +24.7% | -10.6% | +35.3% | +25.9% |
| 1Y | +35.4% | +0.5% | +34.9% | +34.7% |
| All | +35.4% | +0.4% | +35.1% | +34.7% |
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