+152.6%
GOOGL vs QCOM
+62.6%
+90.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +3.3% | -5.6% | -3.1% |
| 30D | -6.6% | +7.7% | -14.3% | -8.3% |
| 3M | -8.9% | -30.1% | +21.1% | -1.5% |
| 6M | +11.9% | +22.8% | -11.0% | +0.3% |
| YTD | +8.3% | +0.2% | +8.2% | +2.9% |
| 1Y | +46.2% | +7.9% | +38.4% | +35.0% |
| All | +152.6% | +62.6% | +90.0% | +74.0% |
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 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