+140.9%
NOK vs AZN
+0.1%
+140.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.9% |
| 7D | +11.0% | -1.6% | +12.5% | +10.6% |
| 30D | +7.8% | +1.1% | +6.8% | +8.2% |
| 3M | -21.0% | -12.1% | -8.9% | -22.5% |
| 6M | +40.9% | -17.1% | +58.0% | +39.4% |
| YTD | +72.0% | -12.0% | +84.0% | +69.9% |
| 1Y | +140.9% | -0.2% | +141.1% | +140.3% |
| All | +140.9% | +0.1% | +140.8% | +140.3% |
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 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