-16.7%
NVO vs AZN
+0.1%
-16.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | -7.6% | -1.6% | -6.0% | -6.9% |
| 30D | -6.0% | +1.1% | -7.0% | -6.3% |
| 3M | -0.8% | -12.1% | +11.4% | +4.2% |
| 6M | +16.5% | -17.1% | +33.6% | +24.9% |
| YTD | -11.1% | -12.0% | +0.9% | -7.9% |
| 1Y | -16.7% | -0.2% | -16.5% | -18.0% |
| All | -16.7% | +0.1% | -16.8% | -18.0% |
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