+1,116.0%
AZN vs URI
+7,134.6%
-6,018.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | +0.7% | -12.9% | +13.7% | +2.2% |
| 3M | -10.5% | -6.7% | -3.8% | -10.1% |
| 6M | -19.3% | +19.0% | -38.3% | -21.4% |
| YTD | -10.6% | +25.5% | -36.1% | -13.7% |
| 1Y | +0.5% | +5.5% | -5.0% | -1.2% |
| 3Y | +25.9% | +111.3% | -85.4% | +12.7% |
| 5Y | +52.4% | +198.6% | -146.1% | +29.3% |
| 10Y | +220.8% | +1,179.9% | -959.1% | +118.7% |
| All | +1,116.0% | +7,134.6% | -6,018.6% | +449.1% |
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