+1,278.5%
AZN vs URI
+7,970.4%
-6,691.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -1.1% | +6.7% | -7.8% | -1.8% |
| 30D | +13.8% | +8.9% | +5.0% | +12.7% |
| 3M | +17.3% | +0.5% | +16.8% | +16.9% |
| 6M | -1.7% | +20.7% | -22.4% | -4.3% |
| YTD | +1.4% | +40.0% | -38.7% | -3.5% |
| 1Y | +5.2% | +34.4% | -29.2% | +0.5% |
| 3Y | +52.6% | +149.5% | -96.8% | +34.1% |
| 5Y | +72.9% | +205.6% | -132.7% | +46.2% |
| 10Y | +333.0% | +1,183.1% | -850.1% | +195.3% |
| All | +1,278.5% | +7,970.4% | -6,691.9% | +513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling