+165.3%
INTC vs QCOM
+56.5%
+108.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.4% |
| 7D | +7.1% | +3.3% | +3.7% | +4.7% |
| 30D | -5.2% | +7.7% | -12.9% | -9.9% |
| 3M | -14.3% | -30.1% | +15.8% | +8.3% |
| 6M | +110.2% | +22.8% | +87.3% | +77.6% |
| YTD | +159.6% | +0.2% | +159.4% | +148.2% |
| 1Y | +289.3% | +7.9% | +281.4% | +252.0% |
| All | +165.3% | +56.5% | +108.9% | +88.1% |
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 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