-0.8%
CRM vs QCOM
+40.9%
-41.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -0.9% | +1.0% |
| 7D | -4.4% | +7.8% | -12.3% | -6.9% |
| 30D | +28.1% | +12.2% | +15.9% | +23.3% |
| 3M | +48.8% | -9.9% | +58.7% | +51.7% |
| 6M | +28.3% | +36.9% | -8.7% | +3.8% |
| YTD | -6.0% | +8.0% | -14.1% | -15.5% |
| 1Y | +1.4% | +15.0% | -13.6% | -12.1% |
| 3Y | +11.8% | +75.8% | -64.0% | -27.5% |
| All | -0.8% | +40.9% | -41.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling