+10.5%
NEM vs AZN
-17.5%
+28.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | +3.1% | -2.9% | +6.0% | +4.5% |
| 30D | +10.0% | -3.1% | +13.1% | +11.8% |
| 3M | +30.9% | -14.4% | +45.3% | +38.4% |
| 6M | +10.5% | -19.5% | +30.0% | +27.2% |
| All | +10.5% | -17.5% | +28.1% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling