-10.0%
CRM vs QCOM
-0.4%
-9.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.1% |
| 7D | -6.2% | -5.3% | -0.9% | -6.1% |
| 30D | -1.2% | -4.2% | +3.0% | -1.2% |
| 3M | +19.1% | +7.0% | +12.1% | +19.0% |
| 6M | +23.0% | +3.8% | +19.2% | +15.7% |
| YTD | -13.7% | +2.8% | -16.5% | -17.8% |
| 1Y | -10.0% | +2.3% | -12.3% | -14.5% |
| All | -10.0% | -0.4% | -9.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling