+744.1%
AZN vs UMC
+283.0%
+461.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | -3.1% | +11.4% | -14.5% | -4.5% |
| 30D | +0.6% | +16.8% | -16.2% | -1.5% |
| 3M | -10.8% | +19.1% | -29.9% | -13.9% |
| 6M | -18.1% | +137.4% | -155.6% | -28.3% |
| YTD | -12.3% | +186.4% | -198.6% | -25.5% |
| 1Y | -0.2% | +229.1% | -229.3% | -17.0% |
| 3Y | +23.4% | +257.9% | -234.5% | +0.3% |
| 5Y | +56.4% | +137.5% | -81.2% | +31.7% |
| 10Y | +225.7% | +1,808.2% | -1,582.5% | +94.6% |
| All | +744.1% | +283.0% | +461.1% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling