+302.3%
NEM vs AZN
+223.4%
+78.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | +7.8% | +1.1% | +6.8% | +7.6% |
| 3M | +30.2% | -12.1% | +42.3% | +34.6% |
| 6M | +9.6% | -17.1% | +26.7% | +15.5% |
| YTD | +27.8% | -12.0% | +39.8% | +32.2% |
| 1Y | +60.7% | -0.2% | +60.9% | +59.7% |
| 3Y | +245.3% | +26.8% | +218.5% | +218.4% |
| 5Y | +155.3% | +56.9% | +98.5% | +121.1% |
| All | +302.3% | +223.4% | +78.9% | +210.1% |
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