-34.7%
UPS vs AZN
+55.9%
-90.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | -2.0% | +1.1% | -3.0% | -2.2% |
| 3M | -6.2% | -12.1% | +5.9% | -4.1% |
| 6M | +2.8% | -17.1% | +19.9% | +6.3% |
| YTD | +5.9% | -12.0% | +17.9% | +8.0% |
| 1Y | +26.2% | -0.2% | +26.5% | +25.2% |
| 3Y | -26.0% | +26.8% | -52.8% | -31.2% |
| All | -34.7% | +55.9% | -90.5% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling