+31.1%
AZN vs NVDX
+772.1%
-741.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.6% | -10.2% | +8.7% | -1.5% |
| 30D | +1.1% | -7.3% | +8.4% | +1.1% |
| 3M | -12.1% | +5.5% | -17.7% | -12.2% |
| 6M | -17.1% | +18.3% | -35.4% | -17.5% |
| YTD | -12.0% | +11.4% | -23.4% | -12.4% |
| 1Y | -0.2% | +12.7% | -12.9% | -0.8% |
| All | +31.1% | +772.1% | -741.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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