+411.1%
NEM vs AZN
+4,437.2%
-4,026.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -3.3% | -3.1% | -0.2% | -2.7% |
| 30D | +7.8% | +0.6% | +7.3% | +7.8% |
| 3M | +36.3% | -10.8% | +47.0% | +38.9% |
| 6M | +6.6% | -18.1% | +24.7% | +10.5% |
| YTD | +27.1% | -12.3% | +39.4% | +30.0% |
| 1Y | +62.3% | -0.2% | +62.5% | +61.8% |
| 3Y | +245.1% | +23.4% | +221.7% | +230.0% |
| 5Y | +154.0% | +56.4% | +97.6% | +132.0% |
| 10Y | +311.0% | +225.7% | +85.3% | +229.4% |
| All | +411.1% | +4,437.2% | -4,026.2% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling