+101.1%
GOOGL vs QCOM
+15.5%
+85.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.1% |
| 7D | +3.9% | +4.3% | -0.4% | +2.5% |
| 30D | -14.9% | -0.1% | -14.8% | -15.4% |
| 3M | -14.6% | +5.2% | -19.8% | -17.1% |
| 6M | -26.4% | -18.4% | -8.1% | -24.3% |
| YTD | -5.3% | +2.4% | -7.7% | -12.7% |
| 1Y | +6.5% | +0.9% | +5.6% | -1.4% |
| 3Y | +126.0% | +48.4% | +77.7% | +63.6% |
| All | +101.1% | +15.5% | +85.6% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling