+10.2%
CRM vs QCOM
+68.9%
-58.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -5.0% | +4.4% | -9.3% | -5.8% |
| 30D | +23.6% | +9.4% | +14.3% | +21.4% |
| 3M | +39.6% | -13.7% | +53.3% | +42.4% |
| 6M | +23.4% | +28.9% | -5.4% | +6.7% |
| YTD | -7.4% | +4.7% | -12.1% | -13.9% |
| 1Y | -2.3% | +13.5% | -15.8% | -12.2% |
| All | +10.2% | +68.9% | -58.7% | -25.5% |
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 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