+772.7%
GOOG vs QCOM
+272.6%
+500.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -1.6% | +4.4% | -5.9% | -3.0% |
| 30D | -7.7% | +9.4% | -17.0% | -10.6% |
| 3M | -9.3% | -13.7% | +4.4% | -5.6% |
| 6M | +7.4% | +28.9% | -21.4% | -6.9% |
| YTD | +4.9% | +4.7% | +0.1% | -2.2% |
| 1Y | +37.2% | +13.5% | +23.7% | +23.4% |
| 3Y | +141.6% | +77.1% | +64.5% | +73.8% |
| 5Y | +128.8% | +38.9% | +89.8% | +76.6% |
| 10Y | +772.7% | +281.8% | +490.9% | +360.1% |
| All | +772.7% | +272.6% | +500.1% | +360.1% |
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