+839.5%
AZN vs NDAQ
+2,281.8%
-1,442.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -1.5% | -2.6% | +1.1% | -1.0% |
| 30D | -0.9% | +0.5% | -1.3% | -1.0% |
| 3M | -11.8% | +9.9% | -21.8% | -13.6% |
| 6M | -17.6% | +8.2% | -25.8% | -19.1% |
| YTD | -12.0% | -1.5% | -10.6% | -12.3% |
| 1Y | -0.9% | +1.3% | -2.2% | -1.8% |
| 3Y | +23.7% | +92.6% | -68.9% | +8.1% |
| 5Y | +54.5% | +53.8% | +0.7% | +39.5% |
| 10Y | +218.2% | +376.0% | -157.8% | +133.4% |
| All | +839.5% | +2,281.8% | -1,442.3% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling