-0.2%
AZN vs NDAQ
-2.2%
+2.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.6% | -5.6% | +4.0% | -1.3% |
| 30D | +1.1% | -4.4% | +5.4% | +1.2% |
| 3M | -12.1% | +5.9% | -18.0% | -11.9% |
| 6M | -17.1% | +7.7% | -24.9% | -16.9% |
| YTD | -12.0% | -5.2% | -6.8% | -8.7% |
| 1Y | -0.2% | -3.4% | +3.1% | +2.6% |
| All | -0.2% | -2.2% | +2.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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