+4,678.0%
AZN vs NTRS
+3,526.6%
+1,151.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | -1.6% | +1.4% | -2.9% | -1.9% |
| 30D | +1.1% | -0.7% | +1.7% | +1.2% |
| 3M | -12.1% | +11.3% | -23.5% | -14.4% |
| 6M | -17.1% | +35.5% | -52.7% | -23.0% |
| YTD | -12.0% | +40.6% | -52.6% | -19.1% |
| 1Y | -0.2% | +49.2% | -49.4% | -9.8% |
| 3Y | +26.8% | +167.2% | -140.5% | -1.7% |
| 5Y | +56.9% | +94.9% | -38.0% | +28.2% |
| 10Y | +226.7% | +259.5% | -32.7% | +117.8% |
| All | +4,678.0% | +3,526.6% | +1,151.4% | +1,863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling