+57.7%
AZN vs UMC
+143.5%
-85.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.2% |
| 7D | -1.6% | +9.0% | -10.6% | -2.0% |
| 30D | +1.1% | +17.2% | -16.2% | +0.1% |
| 3M | -12.1% | +11.4% | -23.5% | -13.3% |
| 6M | -17.1% | +137.5% | -154.7% | -24.0% |
| YTD | -12.0% | +193.1% | -205.1% | -21.2% |
| 1Y | -0.2% | +240.3% | -240.5% | -12.4% |
| 3Y | +26.8% | +262.2% | -235.4% | +9.0% |
| All | +57.7% | +143.5% | -85.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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