+1,395.4%
ASML vs QCOM
+219.9%
+1,175.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.5% | +1.8% |
| 7D | -9.0% | +0.4% | -9.4% | -9.3% |
| 30D | -21.0% | -6.6% | -14.3% | -17.9% |
| 3M | -16.3% | +3.7% | -20.0% | -19.4% |
| 6M | -7.5% | -13.3% | +5.8% | -5.0% |
| YTD | +34.0% | -1.8% | +35.8% | +24.9% |
| 1Y | +39.3% | -2.5% | +41.8% | +30.3% |
| 3Y | +128.9% | +47.0% | +81.9% | +63.7% |
| 5Y | +76.1% | +13.1% | +63.0% | +45.5% |
| All | +1,395.4% | +219.9% | +1,175.5% | +624.8% |
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