+113.3%
CSCO vs QCOM
+30.0%
+83.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +3.3% | -4.0% | -1.4% |
| 30D | -10.1% | +7.7% | -17.8% | -11.7% |
| 3M | -15.7% | -30.1% | +14.4% | -9.4% |
| 6M | +36.3% | +22.8% | +13.4% | +26.8% |
| YTD | +43.8% | +0.2% | +43.6% | +40.0% |
| 1Y | +63.9% | +7.9% | +56.1% | +56.1% |
| 3Y | +104.4% | +55.8% | +48.5% | +69.1% |
| All | +113.3% | +30.0% | +83.3% | +87.0% |
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 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