+4,681.2%
DELL vs QCOM
+258.2%
+4,423.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | +3.3% | +11.6% | +13.4% |
| 30D | +13.3% | +7.7% | +5.6% | +9.7% |
| 3M | +24.4% | -30.1% | +54.5% | +44.4% |
| 6M | +258.0% | +22.8% | +235.2% | +215.1% |
| YTD | +320.2% | +0.2% | +320.0% | +304.6% |
| 1Y | +319.1% | +7.9% | +311.2% | +288.3% |
| 3Y | +706.5% | +55.8% | +650.7% | +547.6% |
| 5Y | +1,071.9% | +30.1% | +1,041.8% | +875.6% |
| 10Y | +4,683.5% | +248.9% | +4,434.6% | +2,717.5% |
| All | +4,681.2% | +258.2% | +4,423.0% | +2,701.3% |
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