+750.9%
GOOGL vs QCOM
+267.6%
+483.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.1% |
| 7D | +1.1% | +5.1% | -4.0% | -0.7% |
| 30D | -4.4% | +4.3% | -8.7% | -6.0% |
| 3M | -6.8% | -19.6% | +12.8% | -0.6% |
| 6M | +13.6% | +29.5% | -15.9% | -1.9% |
| YTD | +8.3% | +3.4% | +4.9% | +1.4% |
| 1Y | +44.9% | +10.9% | +34.0% | +31.3% |
| 3Y | +150.5% | +74.8% | +75.7% | +80.6% |
| 5Y | +137.7% | +36.2% | +101.5% | +84.3% |
| 10Y | +750.9% | +263.7% | +487.2% | +349.3% |
| All | +750.9% | +267.6% | +483.3% | +349.3% |
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