+4,678.0%
AZN vs NSC
+3,270.3%
+1,407.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | +1.1% | -4.5% | +5.6% | +2.0% |
| 3M | -12.1% | +3.5% | -15.7% | -12.9% |
| 6M | -17.1% | +8.5% | -25.7% | -18.9% |
| YTD | -12.0% | +12.3% | -24.3% | -14.5% |
| 1Y | -0.2% | +18.9% | -19.2% | -4.3% |
| 3Y | +26.8% | +74.1% | -47.4% | +10.3% |
| 5Y | +56.9% | +43.9% | +13.0% | +40.7% |
| 10Y | +226.7% | +331.6% | -104.9% | +122.7% |
| All | +4,678.0% | +3,270.3% | +1,407.8% | +1,952.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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