+133.0%
AAPL vs QCOM
+13.0%
+120.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.3% |
| 7D | -0.7% | +0.4% | -1.0% | -1.0% |
| 30D | +1.7% | -6.6% | +8.3% | +3.3% |
| 3M | +9.7% | +3.7% | +6.0% | +6.9% |
| 6M | +19.3% | -13.3% | +32.6% | +18.7% |
| YTD | +26.3% | -1.8% | +28.1% | +17.9% |
| 1Y | +27.4% | -2.5% | +29.9% | +19.1% |
| 3Y | +93.6% | +47.0% | +46.6% | +39.9% |
| All | +133.0% | +13.0% | +120.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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