+216.5%
AZN vs NTRS
+259.9%
-43.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | -1.6% | +1.4% | -2.9% | -1.8% |
| 30D | +1.1% | -0.7% | +1.7% | +1.1% |
| 3M | -12.1% | +11.3% | -23.5% | -13.8% |
| 6M | -17.1% | +35.5% | -52.7% | -21.6% |
| YTD | -12.0% | +40.6% | -52.6% | -17.4% |
| 1Y | -0.2% | +49.2% | -49.4% | -7.5% |
| 3Y | +26.8% | +167.2% | -140.5% | +4.0% |
| 5Y | +56.9% | +94.9% | -38.0% | +34.3% |
| All | +216.5% | +259.9% | -43.4% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling