+2,755.4%
AVGO vs QCOM
+267.6%
+2,487.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +1.2% |
| 7D | -0.3% | +5.1% | -5.4% | -3.0% |
| 30D | -13.8% | +4.3% | -18.1% | -16.0% |
| 3M | -6.9% | -19.6% | +12.7% | +4.1% |
| 6M | +11.9% | +29.5% | -17.5% | -10.0% |
| YTD | +6.9% | +3.4% | +3.5% | -2.5% |
| 1Y | +7.4% | +10.9% | -3.5% | -6.9% |
| 3Y | +345.6% | +74.8% | +270.8% | +199.6% |
| 5Y | +718.9% | +36.2% | +682.7% | +508.0% |
| 10Y | +2,755.4% | +263.7% | +2,491.6% | +1,147.6% |
| All | +2,755.4% | +267.6% | +2,487.7% | +1,147.6% |
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