+70.4%
QCOM vs AZN
+25.4%
+45.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.3% | +1.6% |
| 7D | +4.4% | -2.9% | +7.3% | +4.7% |
| 30D | +9.4% | -3.1% | +12.4% | +9.7% |
| 3M | -13.7% | -14.4% | +0.8% | -12.0% |
| 6M | +28.9% | -19.5% | +48.4% | +33.3% |
| YTD | +4.7% | -13.8% | +18.5% | +6.1% |
| 1Y | +13.5% | -2.4% | +15.9% | +11.1% |
| All | +70.4% | +25.4% | +45.0% | +58.5% |
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