+19,377.2%
QCOM vs AZN
+5,142.4%
+14,234.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +4.3% | -1.1% | +5.3% | +4.7% |
| 30D | -0.1% | +13.8% | -13.9% | -5.0% |
| 3M | +5.2% | +17.3% | -12.1% | -1.2% |
| 6M | -18.4% | -1.7% | -16.6% | -19.2% |
| YTD | +2.4% | +1.4% | +1.0% | -0.4% |
| 1Y | +0.9% | +5.2% | -4.3% | -3.2% |
| 3Y | +48.4% | +52.6% | -4.2% | +21.9% |
| 5Y | +16.6% | +72.9% | -56.3% | -10.3% |
| 10Y | +237.8% | +333.0% | -95.2% | +77.5% |
| All | +19,377.2% | +5,142.4% | +14,234.8% | +4,118.2% |
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