+217.2%
UPS vs AZN
+755.0%
-537.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.8% |
| 7D | -3.7% | -2.9% | -0.8% | -3.0% |
| 30D | -3.7% | -3.1% | -0.7% | -3.0% |
| 3M | -6.6% | -14.4% | +7.9% | -3.3% |
| 6M | +2.6% | -19.5% | +22.1% | +7.6% |
| YTD | +4.8% | -13.8% | +18.5% | +7.9% |
| 1Y | +25.3% | -2.4% | +27.7% | +24.7% |
| 3Y | -26.9% | +21.3% | -48.1% | -31.7% |
| 5Y | -33.5% | +53.6% | -87.1% | -42.3% |
| 10Y | +36.1% | +220.1% | -184.1% | -4.3% |
| All | +217.2% | +755.0% | -537.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling