+20.6%
NXPI vs AZN
+55.9%
-35.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.4% |
| 7D | +3.9% | -1.6% | +5.4% | +4.3% |
| 30D | +1.4% | +1.1% | +0.3% | +1.0% |
| 3M | -21.5% | -12.1% | -9.4% | -19.4% |
| 6M | +19.4% | -17.1% | +36.5% | +24.5% |
| YTD | +9.9% | -12.0% | +21.9% | +12.4% |
| 1Y | +7.9% | -0.2% | +8.1% | +5.8% |
| 3Y | +22.7% | +26.8% | -4.1% | +10.7% |
| All | +20.6% | +55.9% | -35.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling