+85,040.9%
ASML vs QCOM
+15,513.9%
+69,527.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -8.9% | -6.0% |
| 7D | -10.0% | -5.3% | -4.7% | -8.0% |
| 30D | -19.4% | -4.2% | -15.2% | -18.0% |
| 3M | -12.5% | +7.0% | -19.5% | -16.1% |
| 6M | +8.2% | +3.8% | +4.4% | +2.5% |
| YTD | +40.7% | +2.8% | +37.9% | +32.2% |
| 1Y | +46.1% | +2.3% | +43.9% | +37.5% |
| 3Y | +138.5% | +54.4% | +84.1% | +86.1% |
| 5Y | +84.2% | +23.7% | +60.5% | +59.7% |
| 10Y | +1,505.1% | +240.0% | +1,265.2% | +760.1% |
| All | +85,040.9% | +15,513.9% | +69,527.0% | +12,937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling