+16,290.4%
NVO vs AZN
+4,452.3%
+11,838.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | -7.6% | -1.6% | -6.0% | -7.1% |
| 30D | -6.0% | +1.1% | -7.0% | -6.3% |
| 3M | -0.8% | -12.1% | +11.4% | +3.5% |
| 6M | +16.5% | -17.1% | +33.6% | +23.9% |
| YTD | -11.1% | -12.0% | +0.9% | -7.6% |
| 1Y | -16.7% | -0.2% | -16.5% | -17.2% |
| 3Y | -52.9% | +26.8% | -79.7% | -57.1% |
| 5Y | -3.0% | +56.9% | -59.9% | -18.3% |
| 10Y | +147.1% | +226.7% | -79.7% | +62.4% |
| All | +16,290.4% | +4,452.3% | +11,838.1% | +6,571.2% |
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