+216.5%
AZN vs NVMI
+3,158.6%
-2,942.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +1.1% | -8.4% | +9.5% | +1.8% |
| 3M | -12.1% | -33.6% | +21.4% | -9.1% |
| 6M | -17.1% | -14.7% | -2.5% | -17.2% |
| YTD | -12.0% | +13.2% | -25.2% | -15.2% |
| 1Y | -0.2% | +29.0% | -29.2% | -5.8% |
| 3Y | +26.8% | +215.0% | -188.2% | +1.9% |
| 5Y | +56.9% | +268.6% | -211.7% | +19.6% |
| All | +216.5% | +3,158.6% | -2,942.1% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling