+26.8%
AZN vs NUE
+61.7%
-34.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.2% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | +1.1% | -4.6% | +5.6% | +1.3% |
| 3M | -12.1% | -0.3% | -11.8% | -12.3% |
| 6M | -17.1% | +51.9% | -69.0% | -19.7% |
| YTD | -12.0% | +60.0% | -72.0% | -15.0% |
| 1Y | -0.2% | +82.9% | -83.1% | -4.5% |
| 3Y | +26.8% | +66.0% | -39.2% | +16.9% |
| All | +26.8% | +61.7% | -34.9% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling