+1,642.6%
CVS vs AZN
+4,437.2%
-2,794.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.2% |
| 30D | +1.9% | +0.6% | +1.4% | +1.7% |
| 3M | -2.2% | -10.8% | +8.6% | +0.2% |
| 6M | +26.7% | -18.1% | +44.9% | +32.4% |
| YTD | +22.9% | -12.3% | +35.1% | +25.8% |
| 1Y | +32.9% | -0.2% | +33.1% | +31.4% |
| 3Y | +62.3% | +23.4% | +38.9% | +50.2% |
| 5Y | +34.2% | +56.4% | -22.1% | +15.7% |
| 10Y | +41.8% | +225.7% | -183.9% | -0.2% |
| All | +1,642.6% | +4,437.2% | -2,794.7% | +634.9% |
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 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