+2,130.2%
NKE vs AZN
+4,452.3%
-2,322.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | -1.6% | -2.6% | -3.8% |
| 30D | -8.2% | +1.1% | -9.2% | -8.5% |
| 3M | -19.1% | -12.1% | -7.0% | -16.4% |
| 6M | -32.6% | -17.1% | -15.5% | -29.4% |
| YTD | -40.7% | -12.0% | -28.7% | -39.1% |
| 1Y | -48.9% | -0.2% | -48.6% | -49.4% |
| 3Y | -59.2% | +26.8% | -86.0% | -62.7% |
| 5Y | -75.3% | +56.9% | -132.2% | -79.0% |
| 10Y | -23.1% | +226.7% | -249.8% | -48.3% |
| All | +2,130.2% | +4,452.3% | -2,322.1% | +618.9% |
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