+4,678.0%
AZN vs NUE
+4,871.3%
-193.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | +1.1% | -4.6% | +5.6% | +1.7% |
| 3M | -12.1% | -0.3% | -11.8% | -12.4% |
| 6M | -17.1% | +51.9% | -69.0% | -22.7% |
| YTD | -12.0% | +60.0% | -72.0% | -18.6% |
| 1Y | -0.2% | +82.9% | -83.1% | -9.9% |
| 3Y | +26.8% | +66.0% | -39.2% | +14.1% |
| 5Y | +56.9% | +149.0% | -92.1% | +28.6% |
| 10Y | +226.7% | +588.3% | -361.6% | +115.8% |
| All | +4,678.0% | +4,871.3% | -193.2% | +2,238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling