+13,444.1%
GOOG vs QCOM
+662.7%
+12,781.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.1% | +3.3% | -5.5% | -3.4% |
| 30D | -6.8% | +7.7% | -14.5% | -9.7% |
| 3M | -9.1% | -30.1% | +21.0% | +2.5% |
| 6M | +10.7% | +22.8% | -12.1% | -2.9% |
| YTD | +7.1% | +0.2% | +6.9% | +1.3% |
| 1Y | +44.6% | +7.9% | +36.8% | +31.9% |
| 3Y | +147.4% | +55.8% | +91.6% | +85.1% |
| 5Y | +133.8% | +30.1% | +103.7% | +82.9% |
| 10Y | +777.5% | +248.9% | +528.6% | +320.5% |
| All | +13,444.1% | +662.7% | +12,781.4% | +3,709.0% |
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 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