+277.6%
UNP vs AZN
+223.4%
+54.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | -2.7% | +1.1% | -3.8% | -3.0% |
| 3M | +6.5% | -12.1% | +18.6% | +9.5% |
| 6M | +14.4% | -17.1% | +31.5% | +19.2% |
| YTD | +24.8% | -12.0% | +36.8% | +27.8% |
| 1Y | +34.4% | -0.2% | +34.6% | +32.9% |
| 3Y | +43.6% | +26.8% | +16.8% | +31.9% |
| 5Y | +53.2% | +56.9% | -3.7% | +30.5% |
| All | +277.6% | +223.4% | +54.2% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 10y: compounded portfolio wealth divided by compounded AZN 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…
10y analysis · Full analysis span regression · 6 months rolling