+326.8%
INTC vs QCOM
+10.9%
+315.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.2% | +5.9% | +6.9% |
| 7D | +17.4% | +5.1% | +12.4% | +13.8% |
| 30D | +2.8% | +4.3% | -1.5% | 0.0% |
| 3M | -5.3% | -19.6% | +14.4% | +8.8% |
| 6M | +140.6% | +29.5% | +111.1% | +92.5% |
| YTD | +183.1% | +3.4% | +179.7% | +151.9% |
| 1Y | +326.8% | +10.9% | +315.9% | +262.4% |
| All | +326.8% | +10.9% | +315.9% | +262.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling