+31,416.6%
AVGO vs QCOM
+462.9%
+30,953.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.0% | +3.3% | -6.3% | -4.9% |
| 30D | -14.4% | +7.7% | -22.1% | -18.2% |
| 3M | -14.4% | -30.1% | +15.6% | +3.8% |
| 6M | +13.1% | +22.8% | -9.7% | -6.4% |
| YTD | +3.8% | +0.2% | +3.6% | -3.7% |
| 1Y | +17.8% | +7.9% | +9.9% | +3.6% |
| 3Y | +325.3% | +55.8% | +269.4% | +202.6% |
| 5Y | +689.9% | +30.1% | +659.9% | +497.9% |
| 10Y | +2,597.0% | +248.9% | +2,348.1% | +981.2% |
| All | +31,416.6% | +462.9% | +30,953.7% | +8,997.8% |
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