+1,496.9%
AZN vs NVS
+1,076.7%
+420.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.1% | -15.7% | +12.6% | +6.4% |
| 30D | +0.6% | -11.1% | +11.6% | +6.7% |
| 3M | -10.8% | -7.2% | -3.6% | -7.6% |
| 6M | -18.1% | -12.3% | -5.8% | -12.2% |
| YTD | -12.3% | +2.8% | -15.0% | -14.4% |
| 1Y | -0.2% | +11.9% | -12.1% | -7.6% |
| 3Y | +23.4% | +55.1% | -31.7% | -6.3% |
| 5Y | +56.4% | +94.1% | -37.7% | +3.6% |
| 10Y | +225.7% | +181.2% | +44.4% | +73.5% |
| All | +1,496.9% | +1,076.7% | +420.2% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling