+1,449.6%
NET vs AZN
+121.0%
+1,328.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -4.8% | +0.7% | -5.5% | -5.2% |
| 3M | +3.8% | -10.5% | +14.3% | +7.6% |
| 6M | +50.0% | -19.3% | +69.3% | +61.3% |
| YTD | +41.5% | -10.6% | +52.1% | +45.5% |
| 1Y | +32.8% | +0.5% | +32.3% | +29.1% |
| 3Y | +335.9% | +25.9% | +310.0% | +264.8% |
| 5Y | +113.8% | +52.4% | +61.4% | +57.6% |
| All | +1,449.6% | +121.0% | +1,328.5% | +730.5% |
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