+11,349.2%
GOOGL vs QCOM
+647.6%
+10,701.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -1.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.4% |
| 30D | -18.8% | -6.6% | -12.1% | -17.2% |
| 3M | -20.3% | +3.7% | -24.0% | -22.7% |
| 6M | -28.4% | -13.3% | -15.0% | -28.4% |
| YTD | -8.8% | -1.8% | -7.1% | -14.3% |
| 1Y | +0.3% | -2.5% | +2.8% | -5.6% |
| 3Y | +120.7% | +47.0% | +73.8% | +66.9% |
| 5Y | +93.1% | +13.1% | +80.0% | +58.1% |
| 10Y | +636.1% | +224.7% | +411.4% | +259.5% |
| All | +11,349.2% | +647.6% | +10,701.5% | +3,101.1% |
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