+0.5%
AZN vs NVTS
+109.2%
-108.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -1.2% |
| 7D | 0.0% | +2.7% | -2.7% | 0.0% |
| 30D | +0.7% | -4.5% | +5.2% | +0.7% |
| 3M | -10.5% | -61.5% | +51.0% | -10.5% |
| 6M | -19.3% | +28.0% | -47.3% | -20.5% |
| YTD | -10.6% | +65.3% | -75.9% | -12.4% |
| 1Y | +0.5% | +113.0% | -112.5% | -3.9% |
| All | +0.5% | +109.2% | -108.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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