+30.8%
ASML vs QCOM
-8.4%
+39.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -5.8% |
| 7D | -19.0% | -15.5% | -3.6% | -13.9% |
| 30D | -25.9% | -13.4% | -12.5% | -21.8% |
| 3M | -19.1% | 0.0% | -19.1% | -19.7% |
| 6M | -5.7% | -15.2% | +9.5% | -2.4% |
| YTD | +27.6% | -6.9% | +34.5% | +25.4% |
| 1Y | +30.8% | -11.0% | +41.7% | +32.5% |
| All | +30.8% | -8.4% | +39.2% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling