+101.3%
CSCO vs QCOM
+51.7%
+49.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -4.7% | +5.5% | -10.2% | -5.6% |
| 30D | -17.1% | -1.1% | -16.0% | -17.0% |
| 3M | -19.6% | +7.6% | -27.2% | -21.0% |
| 6M | +2.4% | -20.1% | +22.5% | +5.0% |
| YTD | +29.8% | +3.0% | +26.7% | +26.0% |
| 1Y | +38.7% | +3.2% | +35.4% | +34.5% |
| 3Y | +101.3% | +48.9% | +52.5% | +56.9% |
| All | +101.3% | +51.7% | +49.6% | +56.9% |
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