+678.2%
GOOG vs QCOM
+251.1%
+427.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.4% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | -16.7% | +1.2% | -17.9% | -17.6% |
| 3M | -15.2% | +9.1% | -24.3% | -18.8% |
| 6M | -24.8% | -25.0% | +0.2% | -20.1% |
| YTD | -7.2% | +4.8% | -12.0% | -14.5% |
| 1Y | -0.1% | +3.6% | -3.7% | -7.6% |
| 3Y | +118.8% | +51.5% | +67.4% | +65.6% |
| 5Y | +99.9% | +19.7% | +80.2% | +61.5% |
| 10Y | +678.2% | +245.8% | +432.4% | +305.9% |
| All | +678.2% | +251.1% | +427.1% | +305.9% |
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