+4,662.2%
AZN vs NI
+2,535.3%
+2,127.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | +0.6% | -1.4% | +2.0% | +0.9% |
| 3M | -10.8% | -10.6% | -0.2% | -8.0% |
| 6M | -18.1% | -9.9% | -8.2% | -15.8% |
| YTD | -12.3% | +1.2% | -13.4% | -12.7% |
| 1Y | -0.2% | +4.4% | -4.6% | -1.8% |
| 3Y | +23.4% | +68.6% | -45.2% | +4.9% |
| 5Y | +56.4% | +98.0% | -41.6% | +26.1% |
| 10Y | +225.7% | +143.6% | +82.0% | +140.4% |
| All | +4,662.2% | +2,535.3% | +2,127.0% | +1,884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling