+22.8%
AZN vs NVD
-99.1%
+121.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -1.6% | +10.8% | -12.4% | -1.5% |
| 30D | +1.1% | +0.8% | +0.3% | +1.1% |
| 3M | -12.1% | -20.8% | +8.7% | -12.3% |
| 6M | -17.1% | -41.2% | +24.0% | -17.6% |
| YTD | -12.0% | -44.2% | +32.2% | -12.5% |
| 1Y | -0.2% | -54.2% | +53.9% | -1.0% |
| 3Y | +26.8% | -99.1% | +125.9% | +17.5% |
| All | +22.8% | -99.1% | +121.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling