+3,192.0%
CVX vs AZN
+4,360.5%
-1,168.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | +10.7% | -3.1% | +13.7% | +11.5% |
| 3M | +15.5% | -14.4% | +29.9% | +19.9% |
| 6M | +14.9% | -19.5% | +34.4% | +20.8% |
| YTD | +44.2% | -13.8% | +58.0% | +48.3% |
| 1Y | +43.5% | -2.4% | +45.9% | +42.0% |
| 3Y | +45.0% | +21.3% | +23.7% | +33.1% |
| 5Y | +172.2% | +53.6% | +118.5% | +129.4% |
| 10Y | +221.9% | +220.1% | +1.8% | +114.5% |
| All | +3,192.0% | +4,360.5% | -1,168.5% | +1,236.2% |
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