+12,325.2%
INTC vs QCOM
+53,144.7%
-40,819.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | +3.3% | +3.7% | +5.8% |
| 30D | -5.2% | +7.7% | -12.9% | -7.7% |
| 3M | -14.3% | -30.1% | +15.8% | -2.6% |
| 6M | +110.2% | +22.8% | +87.3% | +96.2% |
| YTD | +159.6% | +0.2% | +159.4% | +159.1% |
| 1Y | +289.3% | +7.9% | +281.4% | +278.6% |
| 3Y | +166.1% | +55.8% | +110.2% | +129.4% |
| 5Y | +94.4% | +30.1% | +64.3% | +75.7% |
| 10Y | +227.7% | +248.9% | -21.2% | +111.0% |
| All | +12,325.2% | +53,144.7% | -40,819.4% | +2,439.0% |
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