+25.3%
AZN vs NXT
+171.8%
-146.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.9% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.1% | -20.0% | +16.9% | -2.7% |
| 3M | -14.4% | -30.9% | +16.5% | -14.0% |
| 6M | -19.5% | -23.8% | +4.3% | -19.4% |
| YTD | -13.8% | -5.4% | -8.3% | -14.2% |
| 1Y | -2.4% | +28.0% | -30.4% | -3.8% |
| 3Y | +21.3% | +93.3% | -72.0% | +16.1% |
| All | +25.3% | +171.8% | -146.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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