+44.5%
GOOG vs QCOM
+10.3%
+34.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | +3.3% | -5.5% | -2.7% |
| 30D | -6.9% | +7.7% | -14.6% | -8.1% |
| 3M | -9.1% | -30.1% | +20.9% | -4.1% |
| 6M | +10.6% | +22.8% | -12.2% | -0.7% |
| YTD | +7.0% | +0.2% | +6.8% | +0.2% |
| 1Y | +44.5% | +7.9% | +36.7% | +34.0% |
| All | +44.5% | +10.3% | +34.3% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling