+164.9%
ASML vs QCOM
+56.5%
+108.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +3.3% | -2.2% | -0.8% |
| 30D | +2.2% | +7.7% | -5.5% | -2.2% |
| 3M | -2.3% | -30.1% | +27.8% | +18.4% |
| 6M | +23.0% | +22.8% | +0.1% | -0.2% |
| YTD | +61.1% | +0.2% | +60.9% | +49.1% |
| 1Y | +129.1% | +7.9% | +121.3% | +98.5% |
| All | +164.9% | +56.5% | +108.5% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling