+17.8%
AVGO vs QCOM
+10.3%
+7.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | +3.3% | -6.3% | -3.9% |
| 30D | -14.4% | +7.7% | -22.1% | -16.4% |
| 3M | -14.4% | -30.1% | +15.6% | -6.3% |
| 6M | +13.1% | +22.8% | -9.7% | +4.7% |
| YTD | +3.8% | +0.2% | +3.6% | +2.6% |
| 1Y | +17.8% | +7.9% | +9.9% | +10.8% |
| All | +17.8% | +10.3% | +7.5% | +10.8% |
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 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