+126.0%
GOOGL vs QCOM
+48.2%
+77.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.4% |
| 7D | +3.9% | +4.3% | -0.4% | +2.9% |
| 30D | -14.9% | -0.1% | -14.8% | -15.2% |
| 3M | -14.6% | +5.2% | -19.8% | -16.2% |
| 6M | -26.4% | -18.4% | -8.1% | -24.9% |
| YTD | -5.3% | +2.4% | -7.7% | -11.0% |
| 1Y | +6.5% | +0.9% | +5.6% | +0.4% |
| 3Y | +126.0% | +48.4% | +77.7% | +89.3% |
| All | +126.0% | +48.2% | +77.8% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling