+2,655.3%
DELL vs QCOM
+237.1%
+2,418.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +3.7% |
| 7D | -11.8% | +5.8% | -17.6% | -13.9% |
| 30D | -40.8% | -2.3% | -38.5% | -39.9% |
| 3M | -23.6% | +2.7% | -26.3% | -24.2% |
| 6M | +33.4% | -21.0% | +54.4% | +45.1% |
| YTD | +178.0% | +1.8% | +176.2% | +166.5% |
| 1Y | +138.6% | +2.4% | +136.1% | +128.3% |
| 3Y | +400.9% | +52.1% | +348.7% | +307.1% |
| 5Y | +580.7% | +14.6% | +566.1% | +495.0% |
| 10Y | +2,655.3% | +230.9% | +2,424.4% | +1,518.9% |
| All | +2,655.3% | +237.1% | +2,418.2% | +1,518.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling