+44,593.1%
CSCO vs QCOM
+53,144.7%
-8,551.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +3.3% | -4.0% | -1.8% |
| 30D | -10.1% | +7.7% | -17.8% | -12.5% |
| 3M | -15.7% | -30.1% | +14.4% | -5.8% |
| 6M | +36.3% | +22.8% | +13.4% | +22.5% |
| YTD | +43.8% | +0.2% | +43.6% | +38.0% |
| 1Y | +63.9% | +7.9% | +56.1% | +52.4% |
| 3Y | +104.4% | +55.8% | +48.5% | +59.7% |
| 5Y | +111.4% | +30.1% | +81.3% | +67.8% |
| 10Y | +361.7% | +248.9% | +112.8% | +138.1% |
| All | +44,593.1% | +53,144.7% | -8,551.5% | +5,810.5% |
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 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