+5.6%
CVS vs AZN
+18.4%
-12.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.8% | -15.3% | -12.7% |
| 7D | -11.1% | +11.5% | -22.6% | -12.0% |
| 30D | -7.4% | +20.8% | -28.2% | -9.0% |
| 3M | -22.9% | +21.5% | -44.3% | -24.2% |
| 6M | -1.2% | +3.0% | -4.2% | -1.6% |
| YTD | +3.9% | +3.9% | 0.0% | +3.6% |
| 1Y | +5.6% | +16.4% | -10.9% | +2.7% |
| All | +5.6% | +18.4% | -12.8% | +2.7% |
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