+13,507.3%
GOOGL vs QCOM
+662.7%
+12,844.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +3.3% | -5.6% | -3.6% |
| 30D | -6.6% | +7.7% | -14.3% | -9.4% |
| 3M | -8.9% | -30.1% | +21.1% | +2.7% |
| 6M | +11.9% | +22.8% | -11.0% | -2.0% |
| YTD | +8.3% | +0.2% | +8.2% | +2.4% |
| 1Y | +46.2% | +7.9% | +38.4% | +33.2% |
| 3Y | +151.9% | +55.8% | +96.0% | +88.1% |
| 5Y | +137.7% | +30.1% | +107.6% | +85.7% |
| 10Y | +757.6% | +248.9% | +508.7% | +311.0% |
| All | +13,507.3% | +662.7% | +12,844.6% | +3,727.3% |
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 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