+50.0%
NET vs AZN
-19.9%
+70.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.4% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -4.8% | +0.7% | -5.5% | -4.5% |
| 3M | +3.8% | -10.5% | +14.3% | +1.8% |
| 6M | +50.0% | -19.3% | +69.3% | +37.6% |
| All | +50.0% | -19.9% | +70.0% | +37.6% |
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