+0.5%
AZN vs NVT
+73.8%
-73.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -1.1% |
| 7D | 0.0% | +5.1% | -5.1% | +0.3% |
| 30D | +0.7% | -3.7% | +4.5% | +0.5% |
| 3M | -10.5% | -10.1% | -0.4% | -10.4% |
| 6M | -19.3% | +37.5% | -56.7% | -21.4% |
| YTD | -10.6% | +53.7% | -64.3% | -13.7% |
| 1Y | +0.5% | +70.9% | -70.4% | -8.9% |
| All | +0.5% | +73.8% | -73.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling