+6,032.9%
CRM vs QCOM
+706.8%
+5,326.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.3% | +3.3% | -2.1% | -0.3% |
| 30D | +34.3% | +7.7% | +26.6% | +29.7% |
| 3M | +37.7% | -30.1% | +67.8% | +57.7% |
| 6M | +34.9% | +22.8% | +12.1% | +11.8% |
| YTD | -1.6% | +0.2% | -1.8% | -9.9% |
| 1Y | +7.1% | +7.9% | -0.7% | -6.3% |
| 3Y | +19.0% | +55.8% | -36.8% | -18.9% |
| 5Y | -1.3% | +30.1% | -31.3% | -28.6% |
| 10Y | +251.2% | +248.9% | +2.3% | +29.4% |
| All | +6,032.9% | +706.8% | +5,326.1% | +946.3% |
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