+26.8%
AZN vs NVS
+54.2%
-27.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | -1.6% | -14.3% | +12.7% | +7.7% |
| 30D | +1.1% | -10.0% | +11.0% | +6.3% |
| 3M | -12.1% | -10.9% | -1.2% | -6.6% |
| 6M | -17.1% | -12.0% | -5.2% | -11.3% |
| YTD | -12.0% | +2.5% | -14.5% | -15.1% |
| 1Y | -0.2% | +10.7% | -10.9% | -8.9% |
| 3Y | +26.8% | +53.3% | -26.5% | -5.8% |
| All | +26.8% | +54.2% | -27.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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