+4,662.2%
AZN vs NOC
+6,138.9%
-1,476.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | -3.1% | -1.8% | -1.4% | -2.7% |
| 30D | +0.6% | -9.4% | +10.0% | +2.8% |
| 3M | -10.8% | -3.8% | -7.0% | -10.2% |
| 6M | -18.1% | -28.8% | +10.6% | -11.8% |
| YTD | -12.3% | -7.9% | -4.4% | -11.2% |
| 1Y | -0.2% | -9.0% | +8.9% | +1.2% |
| 3Y | +23.4% | +29.1% | -5.7% | +13.8% |
| 5Y | +56.4% | +58.9% | -2.6% | +35.0% |
| 10Y | +225.7% | +191.2% | +34.4% | +138.6% |
| All | +4,662.2% | +6,138.9% | -1,476.7% | +2,095.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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