+2,584.7%
AVGO vs QCOM
+251.1%
+2,333.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.0% |
| 7D | +6.1% | +2.0% | +4.1% | +5.2% |
| 30D | -2.7% | +1.2% | -3.9% | -3.5% |
| 3M | -16.9% | +9.1% | -26.0% | -21.9% |
| 6M | -19.1% | -25.0% | +5.8% | -9.0% |
| YTD | +0.3% | +4.8% | -4.5% | -10.3% |
| 1Y | -1.2% | +3.6% | -4.8% | -11.0% |
| 3Y | +272.4% | +51.5% | +221.0% | +168.5% |
| 5Y | +579.0% | +19.7% | +559.3% | +438.7% |
| 10Y | +2,584.7% | +245.8% | +2,338.9% | +1,091.9% |
| All | +2,584.7% | +251.1% | +2,333.6% | +1,091.9% |
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