+3.6%
GOOG vs QCOM
-0.4%
+4.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.5% |
| 7D | -10.7% | -5.3% | -5.4% | -10.2% |
| 30D | -16.4% | -4.2% | -12.2% | -16.1% |
| 3M | -23.4% | +7.0% | -30.5% | -24.5% |
| 6M | -24.2% | +3.8% | -28.0% | -29.2% |
| YTD | -8.3% | +2.8% | -11.1% | -16.3% |
| 1Y | +3.6% | +2.3% | +1.3% | -5.0% |
| All | +3.6% | -0.4% | +4.0% | -5.0% |
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