+38,310.7%
CSCO vs QCOM
+52,093.9%
-13,783.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -3.8% |
| 7D | -10.2% | +0.4% | -10.6% | -10.4% |
| 30D | -20.1% | -6.6% | -13.4% | -18.5% |
| 3M | -22.4% | +3.7% | -26.1% | -24.1% |
| 6M | +2.8% | -13.3% | +16.1% | +4.3% |
| YTD | +23.6% | -1.8% | +25.4% | +18.5% |
| 1Y | +34.0% | -2.5% | +36.5% | +28.7% |
| 3Y | +89.3% | +47.0% | +42.3% | +50.2% |
| 5Y | +87.9% | +13.1% | +74.7% | +56.2% |
| 10Y | +314.9% | +224.7% | +90.2% | +118.1% |
| All | +38,310.7% | +52,093.9% | -13,783.2% | +4,973.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling