+43.6%
UNP vs AZN
+28.0%
+15.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.8% | -1.6% | -0.2% | -1.5% |
| 30D | -2.7% | +1.1% | -3.8% | -2.9% |
| 3M | +6.5% | -12.1% | +18.6% | +8.8% |
| 6M | +14.4% | -17.1% | +31.5% | +18.1% |
| YTD | +24.8% | -12.0% | +36.8% | +27.0% |
| 1Y | +34.4% | -0.2% | +34.6% | +33.1% |
| 3Y | +43.6% | +26.8% | +16.8% | +33.1% |
| All | +43.6% | +28.0% | +15.6% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling