+96.2%
GOOG vs QCOM
+17.2%
+79.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +2.4% | +5.5% | -3.1% | +0.4% |
| 30D | -18.1% | -1.1% | -17.0% | -18.3% |
| 3M | -19.9% | +7.6% | -27.5% | -22.8% |
| 6M | -28.2% | -20.1% | -8.1% | -25.8% |
| YTD | -9.0% | +3.0% | -12.1% | -16.2% |
| 1Y | -1.7% | +3.2% | -4.9% | -9.7% |
| 3Y | +114.5% | +48.9% | +65.7% | +55.2% |
| 5Y | +96.2% | +21.1% | +75.1% | +53.7% |
| All | +96.2% | +17.2% | +79.0% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling