+26.8%
AZN vs NI
+68.9%
-42.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.1% | -1.4% | +2.4% | +1.4% |
| 3M | -12.1% | -10.6% | -1.5% | -9.1% |
| 6M | -17.1% | -9.3% | -7.8% | -14.6% |
| YTD | -12.0% | +1.1% | -13.1% | -12.3% |
| 1Y | -0.2% | +3.4% | -3.6% | -1.4% |
| 3Y | +26.8% | +67.9% | -41.1% | +7.6% |
| All | +26.8% | +68.9% | -42.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling