-19.5%
AZN vs NVTS
+44.3%
-63.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -2.1% |
| 7D | -2.9% | +3.5% | -6.4% | -2.8% |
| 30D | -3.1% | -11.9% | +8.9% | -3.5% |
| 3M | -14.4% | -49.2% | +34.8% | -15.5% |
| 6M | -19.5% | +38.4% | -57.9% | -20.1% |
| All | -19.5% | +44.3% | -63.8% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling