+32,043.9%
AVGO vs QCOM
+490.9%
+31,553.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +25.0% | +13.0% | +12.0% | +16.6% |
| 30D | +2.0% | +0.2% | +1.8% | +1.7% |
| 3M | -12.3% | +9.2% | -21.5% | -17.7% |
| 6M | -12.8% | -15.0% | +2.2% | -8.2% |
| YTD | +5.9% | +5.2% | +0.7% | -5.6% |
| 1Y | +3.3% | +2.4% | +1.0% | -6.3% |
| 3Y | +293.1% | +52.0% | +241.1% | +181.4% |
| 5Y | +606.7% | +19.7% | +587.0% | +458.9% |
| 10Y | +2,733.6% | +246.9% | +2,486.7% | +1,030.8% |
| All | +32,043.9% | +490.9% | +31,553.0% | +8,818.6% |
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 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