+25,809.4%
AVGO vs QCOM
+451.8%
+25,357.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -2.4% |
| 7D | -9.9% | +0.4% | -10.3% | -10.2% |
| 30D | -22.0% | -6.6% | -15.4% | -19.1% |
| 3M | -30.0% | +3.7% | -33.7% | -32.6% |
| 6M | -30.7% | -13.3% | -17.4% | -29.0% |
| YTD | -14.7% | -1.8% | -12.9% | -21.0% |
| 1Y | -16.8% | -2.5% | -14.3% | -22.6% |
| 3Y | +244.4% | +47.0% | +197.5% | +150.9% |
| 5Y | +474.0% | +13.1% | +460.9% | +367.8% |
| 10Y | +2,122.6% | +224.7% | +1,897.9% | +819.8% |
| All | +25,809.4% | +451.8% | +25,357.6% | +7,362.4% |
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