+1,323.9%
ASML vs QCOM
+203.2%
+1,120.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -3.8% |
| 7D | -19.0% | -15.5% | -3.6% | -10.9% |
| 30D | -25.9% | -13.4% | -12.5% | -19.6% |
| 3M | -19.1% | 0.0% | -19.1% | -20.4% |
| 6M | -5.7% | -15.2% | +9.5% | -1.9% |
| YTD | +27.6% | -6.9% | +34.5% | +22.7% |
| 1Y | +30.8% | -11.0% | +41.7% | +29.2% |
| 3Y | +116.2% | +39.8% | +76.5% | +59.2% |
| 5Y | +67.7% | +7.2% | +60.5% | +43.0% |
| All | +1,323.9% | +203.2% | +1,120.7% | +612.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling