+53.6%
AZN vs URI
+215.5%
-161.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.1% |
| 7D | -2.9% | +5.0% | -7.9% | -3.3% |
| 30D | -3.1% | -9.4% | +6.3% | -2.2% |
| 3M | -14.4% | -5.8% | -8.6% | -14.2% |
| 6M | -19.5% | +25.8% | -45.3% | -22.0% |
| YTD | -13.8% | +27.9% | -41.6% | -16.8% |
| 1Y | -2.4% | +9.7% | -12.1% | -4.3% |
| 3Y | +21.3% | +128.0% | -106.7% | +5.4% |
| 5Y | +53.6% | +212.4% | -158.8% | +22.4% |
| All | +53.6% | +215.5% | -161.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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