+244.8%
NEE vs AZN
+223.4%
+21.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.3% | -1.6% | +0.2% | -0.9% |
| 30D | -3.3% | +1.1% | -4.4% | -3.7% |
| 3M | -2.3% | -12.1% | +9.9% | +1.1% |
| 6M | -8.9% | -17.1% | +8.3% | -4.2% |
| YTD | +4.8% | -12.0% | +16.7% | +7.8% |
| 1Y | +18.7% | -0.2% | +18.9% | +17.3% |
| 3Y | +33.2% | +26.8% | +6.5% | +21.6% |
| 5Y | +10.9% | +56.9% | -46.0% | -6.1% |
| All | +244.8% | +223.4% | +21.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 10y: compounded portfolio wealth divided by compounded AZN 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…
10y analysis · Full analysis span regression · 6 months rolling