+89.3%
CSCO vs QCOM
+46.9%
+42.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -3.0% |
| 7D | -10.2% | +0.4% | -10.6% | -10.2% |
| 30D | -20.1% | -6.6% | -13.4% | -19.1% |
| 3M | -22.4% | +3.7% | -26.1% | -23.2% |
| 6M | +2.8% | -13.3% | +16.1% | +3.7% |
| YTD | +23.6% | -1.8% | +25.4% | +21.1% |
| 1Y | +34.0% | -2.5% | +36.5% | +31.4% |
| 3Y | +89.3% | +47.0% | +42.3% | +47.0% |
| All | +89.3% | +46.9% | +42.4% | +47.0% |
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