+1,912.3%
KO vs AZN
+4,437.2%
-2,524.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | +1.6% | +0.6% | +1.0% | +1.4% |
| 3M | +5.8% | -10.8% | +16.5% | +8.1% |
| 6M | +14.3% | -18.1% | +32.4% | +18.8% |
| YTD | +27.3% | -12.3% | +39.6% | +30.2% |
| 1Y | +33.2% | -0.2% | +33.4% | +32.3% |
| 3Y | +64.5% | +23.4% | +41.1% | +55.0% |
| 5Y | +83.1% | +56.4% | +26.7% | +62.4% |
| 10Y | +183.9% | +225.7% | -41.7% | +110.4% |
| All | +1,912.3% | +4,437.2% | -2,524.9% | +782.3% |
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