+304.8%
CSCO vs QCOM
+219.9%
+84.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -3.4% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -20.1% | -6.6% | -13.4% | -18.7% |
| 3M | -22.4% | +3.7% | -26.1% | -23.7% |
| 6M | +2.8% | -13.3% | +16.1% | +4.0% |
| YTD | +23.6% | -1.8% | +25.4% | +19.5% |
| 1Y | +34.0% | -2.5% | +36.5% | +29.8% |
| 3Y | +89.3% | +47.0% | +42.3% | +54.8% |
| 5Y | +87.9% | +13.1% | +74.7% | +60.4% |
| All | +304.8% | +219.9% | +84.9% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling