+244.4%
AVGO vs QCOM
+46.9%
+197.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -2.3% |
| 7D | -9.9% | +0.4% | -10.3% | -10.1% |
| 30D | -22.0% | -6.6% | -15.4% | -19.2% |
| 3M | -30.0% | +3.7% | -33.7% | -32.6% |
| 6M | -30.7% | -13.3% | -17.4% | -29.9% |
| YTD | -14.7% | -1.8% | -12.9% | -22.4% |
| 1Y | -16.8% | -2.5% | -14.3% | -23.9% |
| 3Y | +244.4% | +47.0% | +197.5% | +111.3% |
| All | +244.4% | +46.9% | +197.5% | +111.3% |
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