+176.8%
AZN vs NVT
+694.8%
-518.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | +0.6% | -7.2% | +7.7% | +1.3% |
| 3M | -10.8% | -0.9% | -9.9% | -11.4% |
| 6M | -18.1% | +42.6% | -60.7% | -23.3% |
| YTD | -12.3% | +52.9% | -65.2% | -18.8% |
| 1Y | -0.2% | +64.5% | -64.7% | -9.0% |
| 3Y | +23.4% | +178.0% | -154.6% | 0.0% |
| 5Y | +56.4% | +402.8% | -346.4% | +11.6% |
| All | +176.8% | +694.8% | -518.1% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling