-31.7%
NKE vs AZN
+18.4%
-50.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +4.7% |
| 7D | +9.0% | +11.5% | -2.5% | +6.7% |
| 30D | +19.2% | +20.8% | -1.5% | +15.3% |
| 3M | -1.5% | +21.5% | -22.9% | -4.7% |
| 6M | -4.2% | +3.0% | -7.2% | -5.9% |
| YTD | -34.8% | +3.9% | -38.6% | -36.1% |
| 1Y | -31.7% | +16.4% | -48.1% | -33.7% |
| All | -31.7% | +18.4% | -50.1% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling