+11,452.8%
GOOG vs QCOM
+675.0%
+10,777.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -2.9% | -0.6% |
| 7D | +2.9% | +5.8% | -2.9% | +0.4% |
| 30D | -17.8% | -2.3% | -15.5% | -17.7% |
| 3M | -19.0% | +2.7% | -21.7% | -21.1% |
| 6M | -27.9% | -21.0% | -6.9% | -24.9% |
| YTD | -8.7% | +1.8% | -10.5% | -15.3% |
| 1Y | +2.5% | +2.4% | +0.1% | -5.2% |
| 3Y | +119.2% | +52.1% | +67.1% | +63.8% |
| 5Y | +93.4% | +14.6% | +78.8% | +57.9% |
| 10Y | +635.3% | +230.9% | +404.4% | +256.8% |
| All | +11,452.8% | +675.0% | +10,777.7% | +3,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling