+112.5%
NET vs AZN
+51.9%
+60.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -4.8% | +0.7% | -5.5% | -5.1% |
| 3M | +3.8% | -10.5% | +14.3% | +6.7% |
| 6M | +50.0% | -19.3% | +69.3% | +58.7% |
| YTD | +41.5% | -10.6% | +52.1% | +44.4% |
| 1Y | +32.8% | +0.5% | +32.3% | +30.0% |
| 3Y | +335.9% | +25.9% | +310.0% | +275.2% |
| All | +112.5% | +51.9% | +60.5% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling