+103.6%
CSCO vs QCOM
+21.7%
+81.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.3% |
| 7D | -2.8% | +2.0% | -4.7% | -3.2% |
| 30D | -12.6% | +1.2% | -13.9% | -13.0% |
| 3M | -16.0% | +9.1% | -25.1% | -18.1% |
| 6M | +2.8% | -25.0% | +27.8% | +7.7% |
| YTD | +33.2% | +4.8% | +28.4% | +27.6% |
| 1Y | +43.1% | +3.6% | +39.5% | +37.5% |
| 3Y | +106.7% | +51.5% | +55.2% | +70.4% |
| 5Y | +103.6% | +19.7% | +83.8% | +75.5% |
| All | +103.6% | +21.7% | +81.9% | +75.5% |
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