+487.9%
AZN vs QID
-100.0%
+587.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | -0.1% |
| 7D | -1.6% | +1.3% | -2.8% | -1.2% |
| 30D | +1.1% | +2.9% | -1.9% | +1.8% |
| 3M | -12.1% | -0.7% | -11.4% | -12.2% |
| 6M | -17.1% | -29.7% | +12.5% | -23.8% |
| YTD | -12.0% | -27.9% | +15.9% | -18.2% |
| 1Y | -0.2% | -34.6% | +34.3% | -9.3% |
| 3Y | +26.8% | -73.5% | +100.3% | -5.3% |
| 5Y | +56.9% | -81.0% | +137.9% | +16.0% |
| 10Y | +226.7% | -99.2% | +325.9% | +8.2% |
| All | +487.9% | -100.0% | +587.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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