-19.9%
NOW vs AZN
+53.8%
-73.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +0.3% | -1.1% | +1.3% | +0.2% |
| 30D | -27.0% | +13.8% | -40.8% | -26.6% |
| 3M | -19.6% | +17.3% | -37.0% | -19.2% |
| 6M | +17.5% | -1.7% | +19.2% | +17.3% |
| YTD | -33.3% | +1.4% | -34.6% | -33.7% |
| 1Y | -39.8% | +5.2% | -45.0% | -40.3% |
| 3Y | -19.9% | +52.6% | -72.6% | -22.1% |
| All | -19.9% | +53.8% | -73.7% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling