+16.4%
AZN vs NVTS
-9.1%
+25.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.0% | -6.2% | +3.0% |
| 7D | +11.5% | -0.3% | +11.8% | +11.5% |
| 30D | +20.8% | -24.4% | +45.1% | +20.3% |
| 3M | +21.5% | -26.5% | +47.9% | +21.0% |
| 6M | +3.0% | -41.4% | +44.4% | +2.0% |
| YTD | +3.9% | +30.7% | -26.8% | +0.3% |
| 1Y | +16.4% | -10.8% | +27.2% | +13.9% |
| All | +16.4% | -9.1% | +25.5% | +13.9% |
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